A note on shrinkage factors in two stage testimation |
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| Authors: | S. R. Adke D. V. Gokhale |
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| Affiliation: | 1. University of Poona , Pune - 7, India;2. University of California , Riverside, CA, 92521 |
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| Abstract: | We obtain a simple and natural testimator which has locally, at the parametric point corresponding to the prior knowledge, a smaller mean squared error than any other two stage testimator of a location or a scale parameter of an arbitrary distribution. |
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| Keywords: | Two-stage testimation mean squared error local optlmality |
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