AN ALTERNATE APPROACH TO THE PROBLEM OF ESTIMATION, RANKING AND MULTIPLE COMPARISON OF MEAN VALUES

Authors
  1. Emond, E.J.
Corporate Authors
Operational Research and Analysis Establishment, Ottawa ONT (CAN) Directorate of Mathematics and Statistics
Abstract
A common and often very important problem in applied military operational research and analysis is the multiple comparison of mean values of several individual samples of varying sizes. The report will discuss the application of a special type of statistical analysis called Bayesian analysis to the problem of the multiple comparison of mean values. The use of Empirical Bayes methods is recommended for constructing a prior distribution. The properties of the Stein estimator are discussed. A typical but simple example is used to illustrate the discussion.
Report Number
ORAE-DMS-STAFF-NOTE-2/88 — Staff Note
Date of publication
15 Dec 1988
Number of Pages
20
DSTKIM No
89-02225
CANDIS No
60131
Format(s):
Hardcopy;Originator's fiche received by DSIS

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