Improved estimation of the coefficient of variation

The problem of estimating the coefficient of variation (?) is considered when it is a priori suspected that ?=?,. Estimators based on the pre-test principle are proposed, and their large-sample properties are studied and compared. The relative dominance of the estimators is presented. Interestingly, the proposed estimators perform better than the classical estimator over a wider range. More importantly, the size for the preliminary test of the estimators is reasonable. An example is also given.