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 |