Some improved two-stage shrinkage testimators for the mean of normal distribution

Título inglés	Some improved two-stage shrinkage testimators for the mean of normal distribution
Autor/es	Zuhair A. Al-Hemyari
Revista	1696-2281
Publicación	2009, 33 (2): 233-248
Tipo de documento	articulo
Idioma	Inglés
Resumen inglés	In this paper, we introduced some two-stage shrinkage testimators (TSST) for the mean µ when a prior estimate µ0 of the mean µ is available from the past, by considering a feasible form of the shrinkage weight function which is used in both of the estimation stages with different quantities. The expressions for the bias, mean squared error, expected sample size and relative efficiency for the both cases when 2 known or unknown, are derived and studied. The discussion regarding the usefulness of these testimators under different situations is provided as conclusions from various numerical tables obtained from simulation results.
Palabras clave inglés	Normal distribution, two-stage, shrinkage, preliminary test region, relative efficiency.
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