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, ss.351-356, 2009 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 38 Konu: 3
  • Basım Tarihi: 2009
  • Dergi Adı: HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
  • Sayfa Sayısı: ss.351-356

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.