Bayesian estimation for a constrained bivariate normal population

Article type: Research Article

Authors: Sunthornworasiri, Ngamphol^a | Tiensuwan, Montip^{a; *} | Sinha, Bimal K.^b

Affiliations: [a] Department of Mathematics, Faculty of Science, Mahidol University, Bangkok, Thailand | [b] Department of Mathematics and Statistics, University of Maryland, Baltimore County, Baltimore, MD, USA

Correspondence: [*] Corresponding author: Montip Tiensuwan, Department of Mathematics, Faculty of Science, Mahidol University, Rama 6 Road, Bangkok 10400, Thailand. E-mail: [email protected].

Abstract: In this paper we derive Bayes estimates of the parameters of a bivariate normal population under the constraint of either a common mean or a common variance. Some environmental and medical applications are indicated. Results of a simulation study based on a small sample size to compare the maximum likelihood estimates and the Bayes estimates indicate that they are mostly equivalent.

Keywords: Bayes estimates, bivariate normal population, common mean, common variance, maximum likelihood

DOI: 10.3233/MAS-2008-3403

Journal: Model Assisted Statistics and Applications, vol. 3, no. 4, pp. 305-316, 2008