Estimating Common Mean in Heteroscedastic Variances Model
Bayes estimators for the unknown mean against a reference, non-informative prior distribution for both the mean and independent variances are derived. I entertain the scenario with two groups of observables with the same unknown mean. The unknown variances of the the first group are not supposed to...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-04-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/8/1290 |
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