Mean square error comparison among variance estimators with known coefficient of variation

dc.contributor.author	Laheetharan, A.
dc.contributor.author	Wijekoon, P.
dc.date.accessioned	2014-02-02T09:40:27Z
dc.date.accessioned	2022-06-28T06:46:01Z
dc.date.available	2014-02-02T09:40:27Z
dc.date.available	2022-06-28T06:46:01Z
dc.date.issued	2011
dc.description.abstract	The improved estimators for the population parameters were considered by several statisticians under various conditions. Recently Laheetharan and Wijekoon (Improved estimation of the population parameters when some additional information is available. Stat Papers doi:10:1007/s00362-008-0185-5, 2008) demonstrated a generalized procedure for obtaining optimal shrunken estimators, and derived such estimators for both population mean and variance when coefficient of variation is known. In this article the mean square errors of those estimators were compared, and a numerical illustration was done using the scaled mean square error loss as used by Kanefuji and Iwase (Stat Papers 39:377-388, 1998) to understand the efficiency of the estimators with increasing sample size.	en_US
dc.identifier.issn	09325026
dc.identifier.uri	http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/231
dc.language.iso	en	en_US
dc.publisher	Springer-Verlag	en_US
dc.subject	Coefficient of variation	en_US
dc.subject	Optimal shrunken estimator	en_US
dc.subject	Scaled mean square error loss	en_US
dc.title	Mean square error comparison among variance estimators with known coefficient of variation	en_US
dc.type	Article	en_US

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