On pitman nearness and variance of estimators |
| |
| Authors: | Shyamal Das Peddada Ravindra Khattree |
| |
| Affiliation: | 1. Department of Mathematics , Central Michigan University , Mount Pleasant, MI, 48859;2. Department of Statistics Mathematical Sciences Division , North Dakota State University , Fargo, ND, 58105 |
| |
| Abstract: | In this article, some conditions on variances are presented under which the (Generalized) Pitman Nearness Criterion Would Prefer one estimator over another. Results for univariate as well as multivariate cases are derived. An exact expression for a result of Rao, Keating and Mason (1985) is provided. |
| |
| Keywords: | generalized Pitman nearness rectangular symmetry estimators mean squared error (MSE) F–distribution |
|
|
