Dergiler / Hacettepe Journal of Mathematics and Statistics / 2009 / Cilt: 38 - Sayı: 3

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

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

Güzin YÜKSEL, Deniz ÜNAL

Sayfa
351–356
DOI
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Abstract

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