Please use this identifier to cite or link to this item: http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/231
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dc.contributor.authorLaheetharan, A
dc.contributor.authorWijekoon, P
dc.date.accessioned2014-02-02T09:40:27Z
dc.date.accessioned2022-06-28T06:46:01Z-
dc.date.available2014-02-02T09:40:27Z
dc.date.available2022-06-28T06:46:01Z-
dc.date.issued2011
dc.identifier.issn09325026
dc.identifier.urihttp://repo.lib.jfn.ac.lk/ujrr/handle/123456789/231-
dc.description.abstractThe 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.en_US
dc.language.isoenen_US
dc.publisherSpringer-Verlagen_US
dc.subjectCoefficient of variationen_US
dc.subjectOptimal shrunken estimatoren_US
dc.subjectScaled mean square error lossen_US
dc.titleMean square error comparison among variance estimators with known coefficient of variationen_US
dc.typeArticleen_US
Appears in Collections:Mathematics and Statistics



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