Abstract
In this paper, we examine the risk behavior of a pre-test estimator for normal variance with the Stein-type estimator. The one-sided pre-test is conducted for the null hypothesis that the population variance is equal to a specific value, and the Stein-type estimator is used if the null hypothesis is rejected. A sufficient condition for the pre-test estimator to dominate the Stein-type estimator is shown.
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Ohtani, K. Risk behavior of a pre-test estimator for normal variance with the Stein-type estimator. Statistical Papers 35, 163–168 (1994). https://doi.org/10.1007/BF02926409
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DOI: https://doi.org/10.1007/BF02926409