Mean Squared Error Comparison of Varianceshrinkage Estimators with Known coefficient of Variation in Skew Normal Distribution

Document Type : Scientific Research

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Abstract

Estimating the parameters of population was considered by various statisticians, which this may be occured when the coefficient of variation, skewness or kurtosis (i.e. prior information) was known. Recently Laheetharan and wijekoon (2008) considered an extended method for obtaining optimal shrinkage estimators.Based on the theorems in Laheetharan and wijekoon (2008) we want to obtain optimum shrinkage estimators for mean and variance parameters in skew normal distribution and using MSE criterion we produce estimators for the variance of skew normal distribution, and using MSE criterion we compare these two variance estimators.

References

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Volume 1, Issue 1 - Serial Number 1
October 2015
Pages 43-48

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