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Simultaneous comparison of scale estimators. (English) Zbl 0562.62025
Summary: Exact expressions are derived for Pitman closeness probabilities in a simultaneous comparison of k nonintersecting estimators. These results are then applied to estimation of scale parameters based on a scale invariant statistic. The theory is then exemplified through the estimation of the standard deviation in a normal distribution.

MSC:
62F10 Point estimation
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