© 1969 by Biometrika Trust
On utilizing information from a second sample in estimating variance
University of Wisconsin
Estimators of the variance of a normal population are presented which combine the information from two samples obtained from populations with possibly different variances. One class of these estimators is based on a preliminary test of the equality of variances. Another class is obtained by minimizing the mean square error. The behaviour of these classes of estimators is examined from the point of view of efficiency and bias.