A note on the shrinkage techniques for estimating the mean
Scientific Research and Essays, vol.6, no.12, pp.2501-2503, 2011 (SCI-Expanded, Scopus)
- Publication Type: Article / Article
- Volume: 6 Issue: 12
- Publication Date: 2011
- Journal Name: Scientific Research and Essays
- Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus, CAB Abstracts, Veterinary Science Database
- Page Numbers: pp.2501-2503
- Keywords: Improved estimation, Location parameter, Mean square error, Pivotal quantity, Shrinkage technique
- Dokuz Eylül University Affiliated: Yes
Abstract
Searls (1964) proposed an improved estimator for the mean when the coefficient of variation is known. Thompson (1968) considered a method to reduce the mean square error (MSE) of the minimum variance unbiased linear estimator of the mean. The latter work obtained a new improved estimator for the mean. The purpose of the present note is to find a relationship between Searls and Thompson's estimators using a pivotal quantity for location parameter. © 2011 Academic Journals.