- Author
- Singh Housila P. (Vikram University, Ujjain, India), Chander Vankim (SAHARA Arts and Management Academy, India)
- Title
- Some Shrinkage Estimators for Estimating the Standard Deviation and Its Inverse for Normal Parent
- Source
- Statistics in Transition, 2009, vol. 10, nr 1, s. 25-58, tab., bibliogr. s. 57-58
- Keyword
- Estymatory, Estymacja, Zastosowanie statystyki
Estimators, Estimation, Application of statistics - Note
- summ.
- Abstract
- Shrunken estimator has its importance in the small sample theory when appropriate prior information about the unknown parameter is supposed to be known. The present paper investigates classes of shrunken estimators for estimating standard deviation (δ) and its inverse (δ-1) in the case of univariate normal parent. (...) Simulation studies confirm the high efficiency of the developed classes of shrunken estimators when compared with their usual unbiased estimators and minimum mean squared error (MMSE) estimators. (short original abstract)
- Accessibility
- The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics - Full text
- Show
- Bibliography
-
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- SAXENA, S. AND SINGH, H. P. (2004). "Estimating Various Measures in Normal Population Through a Single Class of Estimators". Journal of the Korean Statistical Society, 33:3, pp 323-337.
- SINGH, H. P. AND CHANDER, V. (2008 a). "Some Classes of Shrinkage Estimators for Estimating the Standard Deviation Towards an Interval of Normal Distribution", Model Assisted Statistics and Application, 3, 1, 71- 85.
- SINGH, H. P. AND CHANDER, V. (2008 b). "A General Procedure for Estimating Various Measures of Normal Distribution Using Prior Knowledge of Exponential Distribution", Statistics in Transition, New Series 9, (1), 139158.
- SINGH, H. P. AND CHANDER, V. (2008 c). "Estimating the Variance of an Exponential Distribution in the Presence of Large True Observations", Austrian Journal of Statistics, 32(2), 207-216.
- SINGH, H. P. AND CHANDER, V. (2008 d). "Some Classes of Shrinkage Estimators for Estimating the Scale Parameter Towards an Interval of Exponential Distribution", Journal of Probability and Statistical Science, 6(1), 69-84.
- SINGH, H. P. AND CHANDER, V. (2008 e). "Estimation of Scale Parameters Towards an Interval of Exponential Distribution", Bulletin of Statistics and Economics (BSE), 2, A08,65-71.
- SINGH, H. P. AND SAXENA, S. (2003). "An Improved Class of Shrinkage Estimators for the Variance of a Normal Population", Statistics in Transition, 6, 119-129.
- SINGH, H. P. AND SINGH, R. (1997). "A Class of Shrinkage Estimators for the Variance of a Normal Population", Microelectronics and Reliability, 37, 863-867.
- SINGH, H. P. , SHUKLA, S. K. AND KATYAR, N. P. (1999)."Estimation of Standard Deviation in Normal Distribution with Prior Information", Proceedings of the National Academic Sciences India", 69, 183- 189.
- THOMPSON, J. R. (1968). "Some Shrinkage Techniques for Estimating the Mean", Journal of the American Statistical Association, 63, 113-122.
- Cited by
- ISSN
- 1234-7655
- Language
- eng
