A Note on the Murthy-Sarma Estimators of the Mean of the Normal Distribution for Small Samples

Anis M. Z. and Pandey R. J.
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Anis M. Z.: SQC & OR (T & P) Unit, Indian Statistical Institute, 203, B.T. Road, Calcutta - 700 108, India. , anismz@yahoo.co.in zafar@isical.ac.in
Pandey R. J.: Promotional Quality Management & Research Center, “Radha Govinda”, 169/8 Gopal Lal Tagore Road, Calcutta - 700 108, India. rjpandey2001@yahoo.co.in

Stochastics and Quality Control, 2003, vol. 18, issue 1, 83-90

Abstract: Murthy and Sarma (Assam Statistical Review 12: 1–5, 1998) proposed and studied two biased estimators for the expectation of the normal distribution N(μ, σ2) when the coefficient of variation is known and is given by . Their estimators for small samples were found to be erroneous on account of a simplification and an analytical error. In this note, these errors are pointed out and corrected. For the corrected estimator the values of the relative efficiency for and sample size n = 2(1)25(5)100 are calculated and displayed in a table.

Keywords: Biased Estimator; Coefficient of Variation; Relative Efficiency (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1515/EQC.2003.83

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