文章基本信息

标题：A Class of Shrinkage Estimators for Variance of a Normal Population
本地全文：下载
作者：H. P. SINGH ; S. SAXENA
期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2003
卷号：17
期号：1
页码：41-56
出版社：Brazilian Statistical Association
摘要：This paper suggests a class of shrinkage estimators for scaleparameter σ2in complete samples from normal population N(μ, σ2) whensome apriori or guessed value σ20(say) of σ2is available and analyses theirproperties. Some estimators are generated from the proposed class and com-pared with the usual unbiased estimator, MMSE estimator, MLE and Singhand Singh (1997) estimators. Numerical computations have been given tojudge the merits of the suggested class of shrinkage estimators over the MMSEestimator, the MLE and Singh and Singh (1997) estimators
关键词：Bias; guessed value; mean squared error; normal distribu-;tion; percent absolute relative bias; percent relative e.ciency; scale parame-;ter; shrinkage estimator