Improved Estimators of the Mean of a Normal Distribution with a Known Coefficient of Variation

Wuttichai Srisodaphol and Noppakun Tongmol

Journal of Probability and Statistics, 2012, vol. 2012, 1-5

Abstract:

This paper is to find the estimators of the mean for a normal distribution with mean and variance , , . These estimators are proposed when the coefficient of variation is known. A mean square error (MSE) is a criterion to evaluate the estimators. The results show that the proposed estimators have preference for asymptotic comparisons. Moreover, the estimator based on jackknife technique has preference over others proposed estimators with some simulations studies.

Date: 2012
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/JPS/2012/807045.pdf (application/pdf)
http://downloads.hindawi.com/journals/JPS/2012/807045.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljps:807045

DOI: 10.1155/2012/807045

Access Statistics for this article

More articles in Journal of Probability and Statistics from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().