Show simple item record

dc.contributor.advisorJayachandran, T.
dc.contributor.authorGreen, Gary Allen
dc.dateMarch 1971
dc.date.accessioned2012-11-13T23:25:23Z
dc.date.available2012-11-13T23:25:23Z
dc.date.issued1971
dc.identifier.urihttp://hdl.handle.net/10945/15900
dc.description.abstractIt is well known that the standard estimator for variance components in analysis of variance, Model II, can be a negative with positive probability. In practice, when such an estimator is found to be negative it is taken to be zero. Very little is known about the properties of the corresponding truncated estimator. This thesis investigates the variance and bias of the positive truncated estimator. A method of selecting I, the number of classes, is presented that produces maximum power for a test of the hypothesis that produces maximum power for the test of the hypothesis that = 0 while keeping the variance and bias as small as possible.
dc.description.urihttp://archive.org/details/somespectsofesti1094515900
dc.language.isoen_US
dc.publisherMonterey, California ; Naval Postgraduate Schoolen_US
dc.rightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
dc.titleSome aspects of estimators in analysis of variance Model II.en_US
dc.typeThesisen_US
dc.contributor.departmentOperations Analysis
dc.description.serviceCaptain, United States Army
etd.thesisdegree.nameM.S. in Operations Researchen_US
etd.thesisdegree.levelMastersen_US
etd.thesisdegree.disciplineOperations Researchen_US
etd.thesisdegree.grantorNaval Postgraduate Schoolen_US
dc.description.distributionstatementApproved for public release; distribution is unlimited.


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record