Improved estimators of the mean of a normal distribution with a known coefficient of variation
Summary: This paper is to find the estimators of the mean \(\theta\) for a normal distribution with mean \(\theta\) and variance \(a \theta^2, a > 0, \theta > 0\). These estimators are proposed when the coefficient of variation is known. A mean square error (MSE) is a criterion to evaluate the estimators. The results show that the proposed estimators have preference for asymptotic comparisons. Moreover, the estimator based on jackknife technique has preference over others proposed estimators with some simulations studies.
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- A remark on estimating the mean of a normal distribution with known coefficient of variation
- A note on the estimation of variance of sample mean Using the knowledge of coefficient of variation in normal population
- On a Normal Mean with Known Coefficient of Variation
- Mean square error comparison among variance estimators with known coefficient of variation
- Statistical tests for the reciprocal of a normal mean with a known coefficient of variation
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- scientific article; zbMATH DE number 3967668 (Why is no real title available?)
- A note on the estimation of variance of sample mean Using the knowledge of coefficient of variation in normal population
- Mean square error comparison among variance estimators with known coefficient of variation
- On a Normal Mean with Known Coefficient of Variation
- A remark on estimating the mean of a normal distribution with known coefficient of variation
- Estimating the Mean of Normal Distribution with Known Coefficient of Variation
- Estimating the common parameter of normal models with known coefficients of variation: a sensitivity study of asymptotically efficient estimators
- A Note on the Murthy-Sarma Estimators of the Mean of the Normal Distribution for Small Samples
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