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Improved Estimators of the Mean of a Normal Distribution with a Known Coefficient of Variation

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  • Wuttichai Srisodaphol
  • Noppakun Tongmol

Abstract

This paper is to find the estimators of the mean for a normal distribution with mean and variance , , . 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.

Suggested Citation

  • Wuttichai Srisodaphol & Noppakun Tongmol, 2012. "Improved Estimators of the Mean of a Normal Distribution with a Known Coefficient of Variation," Journal of Probability and Statistics, Hindawi, vol. 2012, pages 1-5, December.
    • Handle: RePEc:hin:jnljps:807045
    DOI: 10.1155/2012/807045
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