Mean square error comparison among variance estimators with known coefficient of variation |
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Authors: | A Laheetharan P Wijekoon |
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Institution: | (1) School of Forestry and Environmental Studies, Yale University, 360 Prospect Street, New Haven, CT 06511-2104, USA;(2) Departamento de Ciencias Forestales, Universidad de La Frontera, Temuco, Chile |
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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:, 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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