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A Note on Combining Correlated Estimates of a Ratio of Multivariate Means

Blair M. Bennett

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Abstract

This paper presents methods for obtaining estimates for a common ratio, say α, which exists between certain elements of the mean vector of a multivariate normal population. In particular, a comparison is made between the maximum likelihood (M.L.) estimate (= ) available from the generalized Student ratio T 2 and certain weighted linear estimates in the case of two multivariate populations. Numerical examples illustrate the situation for two correlated bivariate populations.

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What this paper is about

This paper presents methods for obtaining estimates for a common ratio, say α, which exists between certain elements of the mean vector of a multivariate normal population. In particular, a comparison is made between the maximum likelihood (M.L.) estimate (= ) available from the generalized Student ratio T 2 and certain weighted linear estimates in the case of two multivariate populations. Numerical examples illustrate the situation for two correlated bivariate populations.

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Available abstract

This paper presents methods for obtaining estimates for a common ratio, say α, which exists between certain elements of the mean vector of a multivariate normal population. In particular, a comparison is made between the maximum likelihood (M.L.) estimate (= ) available from the generalized Student ratio T 2 and certain weighted linear estimates in the case of two multivariate populations. Numerical examples illustrate the situation for two correlated bivariate populations.

Key concepts: Multivariate statistics, Bivariate analysis, Multivariate normal distribution, Mathematics, Statistics, Multivariate analysis, Population, Econometrics

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