شماره ركورد كنفرانس :
3503
عنوان مقاله :
Improving the MLE of the location parameter of a Normal Population under Reflected Normal Loss
Author/Authors :
M. Naghizadeh Qomi Department of Statistics - University of Mazandaran, Babolsar , A. Kiapour Department of Statistics - Islamic Azad University, Babol
كليدواژه :
Shrinkage testimator , Normal population , Reflected normal loss function
عنوان كنفرانس :
چهل و هفتمين كنفرانس رياضي ايران
چكيده لاتين :
In this paper, we improve the efficiency of the Maximum Likelihood Estimator (MLE) of a
normal mean by shrinking it close to a point guess value. We propose shrinkage testimator based
on a preliminary test and compare it’s efficiency with respect to the MLE under a measure named
Reflected Normal Loss (RNL) function.
