COMPARISON OF THE ITERATIVE STEIN-RULE AND THE USUAL ESTIMATORS OF THE ERROR VARIANCE UNDER THE PITMAN NEARNESS CRITERION
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, cilt.38, sa.3, ss.351-356, 2009 (SCI-Expanded, Scopus, TRDizin)
- 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.