COMPARISON OF THE ITERATIVE STEIN-RULE AND THE USUAL ESTIMATORS OF THE ERROR VARIANCE UNDER THE PITMAN NEARNESS CRITERION

ÜNAL D., YÜKSEL G.

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, cilt.38, sa.3, ss.351-356, 2009 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 38 Sayı: 3
  • Basım Tarihi: 2009
  • Dergi Adı: HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, TR DİZİN (ULAKBİM)
  • Sayfa Sayıları: ss.351-356
  • Çukurova Üniversitesi Adresli: Evet

Özet

The iterative Stein-rule estimator and the usual estimator of the error variance are compared under the Pitman Nearness Criterion. An exact expression of Pitman's Nearness probability is derived and numerically evaluated.