Shrinkage Estimator of the Parameters of Normal Distribution Based On K- Record Values

Vishal Mehta¹

Section:Research Paper, Product Type: Isroset-Journal
Vol.4 , Issue.1 , pp.1-5, Feb-2017

Online published on Feb 06, 2017

Copyright © Vishal Mehta . This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
 

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Abstract :
In this paper, we discusses the problem of estimating the parameters of normal distribution based on k- record values in presence of guessed value (or apriori) of the parameters under investigation. We have suggested shrinkage estimators for estimating the parameters and based on best linear unbiased estimator (BLUE). The expressions of biases and mean squared errors (MSEs) of the suggested estimators are obtained. Under some realistic conditions it is shown that the proposed shrinkage estimators are better than [15] estimators.

Key-Words / Index Term :
Best linear unbiased estimation; K- record values; Minimum mean square estimator; Normal distribution; Shrinkage estimator

References :
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