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Estimation of the standard deviation when the mean is known. (English) Zbl 0818.62023

Summary: The problem of estimating the standard deviation of a normal distribution with known mean \(\mu\) is considered. The estimator minimizing the mean squared error among all constant multiples of the second sample moment about either \(\mu\) or \(\overline {X}\) is found.

MSC:

62F10 Point estimation