## Statistical Science

### Developments in Decision-Theoretic Variance Estimation

#### Abstract

This article traces the history of the problem of estimating the variance, $\sigma^2$, based on a random sample from a normal distribution with mean $\mu$ unknown. Considered are both the point estimation and confidence interval cases. We see that improvement over both usual estimators follows a remarkably parallel development and stemmed from the innovative ideas presented in Stein (1964). We examine developments through the most recent dealing with improved confidence intervals and conditional evaluations of interval estimators.

#### Article information

Source
Statist. Sci., Volume 5, Number 1 (1990), 90-101.

Dates
First available in Project Euclid: 19 April 2007

https://projecteuclid.org/euclid.ss/1177012263

Digital Object Identifier
doi:10.1214/ss/1177012263

Mathematical Reviews number (MathSciNet)
MR1054858

Zentralblatt MATH identifier
0955.62529

JSTOR

#### Citation

Maatta, Jon M.; Casella, George. Developments in Decision-Theoretic Variance Estimation. Statist. Sci. 5 (1990), no. 1, 90--101. doi:10.1214/ss/1177012263. https://projecteuclid.org/euclid.ss/1177012263