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

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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.

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Authors and Affiliations

  1. Department of Mathematics & Statistics, University of Jaffna, Jaffna, Sri Lanka

    A. Laheetharan

  2. Department of Statistics & Computer Science, University of Peradeniya, Peradeniya, Sri Lanka

    P. Wijekoon

Authors
  1. A. Laheetharan
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  2. P. Wijekoon
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Correspondence to P. Wijekoon.

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Laheetharan, A., Wijekoon, P. Mean square error comparison among variance estimators with known coefficient of variation. Stat Papers 52, 171–201 (2011). https://doi.org/10.1007/s00362-009-0221-0

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  • DOI: https://doi.org/10.1007/s00362-009-0221-0

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