عنوان
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Improving the MLE of the location parameter of a Normal Population under Reflected Normal Loss
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نوع پژوهش
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مقاله ارائه شده
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کلیدواژهها
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Normal population, Reflected normal loss function, Shrinkage testimator
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چکیده
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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.
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پژوهشگران
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آزاده کیاپور (نفر دوم)، مهران نقی زاده قمی (نفر اول)
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