Combinations of Unbiased Estimators of the Mean Which Consider Inequality of Unknown Variances

Abstract The problem considered in this paper is how to combine estimators of the common mean from two samples corresponding to normal populations with different unknown variances. Attention is confined to the case where it is known that the variance of one specific population exceeds that of the other. Three classes of unbiased estimators are presented, one of which is based on a preliminary test of significance regarding the ratio of the population variances. The gain achieved by utilizing the knowledge that the ratio of variances exceeds one is investigated by comparing the efficiencies of these estimators with an estimator presented by Graybill and Deal 1 in which no restriction on the ratio of variances is present.