Honam Mathematical Journal (호남수학학술지)

The Honam Mathematical Society (호남수학회)
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SOME SEQUENCES OF IMPROVEMENT OVER LINDLEY TYPE ESTIMATOR

  • BAEK, HOH-YOO (Division of Mathematics and Informational Statistics, and Institute of Basic Natural Science, WonKwang University) ;
  • HAN, KYOU-HWAN (Division of Mathematics and Informational Statistics, and Institute of Basic Natural Science, WonKwang University)
  • Received : 2004.04.20
  • Published : 2004.06.25
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Abstract

In this paper, the problem of estimating a p-variate ($p{\geq}4$) normal mean vector is considered in a decision-theoretic setup. Using a simple property of the noncentral chi-square distribution, a sequence of smooth estimators dominating the Lindley type estimator has been produced and each improved estimator is better than previous one.

Keywords

Acknowledgement

Supported by : Wonkwang Universtiy

References

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