An Efficient Shrunken Estimators For The Mean Of Normal Population With Known Variance

This article considers a shrunken estimator of Al-Hermyari and At-Goburi (1) to estimate the mean (0) of a normal distribution N(0, a ) with known variance (cr). when a guess value (0°) is available about the mean (0) as an initial estimate. This estimator is shown to be more efficient than the classical estimators especially when 0 is close to 8». General expressions for bias and MSE of considered estimator are given, writh some examples. Numerical results, comparisons and conclusions are reported.