ON THOMPSON TYPE ESTIMATORS FOR THE MEAN OF NORMAL DISTRIBUTION

Authors

  • Zuhair A. Al-Hemyari Department of Mathematical and Physical, Sciences, University of Nizwa,
  • Anwer Khurshid Department of Mathematical and Physical, Sciences, University of Nizwa
  • Abbas Al-Joberi College of Ibn Al-Haitham, University of Baghdad

Keywords:

normal distribution, shrinkage, preliminary test region, bias ratio, relative efficiency

Abstract

Let X be a normally distributed with unknown mean μ and variance 2 σ . Assume that a prior estimate 0 μ of μ is available. Two
Thompson type shrinkage estimators of estimating μ that incorporates prior estimate 0 μ are proposed. These estimators are shown to have a smaller mean squared error in a region around 0 μ in comparison to existing estimators. The expressions for the bias and mean squared error of the proposed t-estimators are obtained. Numerical results are provided when the proposed estimators are t-estimators of level of significance α . Comparisons with the earlier known results show the usefulness of the testimators.

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Published

2023-06-08

How to Cite

Al-Hemyari, Z. A., Khurshid, A., & Al-Joberi, A. (2023). ON THOMPSON TYPE ESTIMATORS FOR THE MEAN OF NORMAL DISTRIBUTION. Investigación Operacional, 30(2). Retrieved from https://revistas.uh.cu/invoperacional/article/view/6237