%0 Journal Article
%T ON THOMPSON TYPE ESTIMATORS FOR THE MEAN OF NORMAL DISTRIBUTION
%A Zuhair A. Al-Hemyari*
%A Anwer Khurshid* and Abbas Al-Joberi**
%J Revista Investigaci¨®n Operacional
%D 2009
%I Universidad de La Habana
%X Let X be a normally distributed with unknown mean ¦Ì and variance ¦Ò 2 . Assume that a prior estimate 0 ¦Ì of ¦Ì is available. TwoThompson type shrinkage estimators of estimating ¦Ì that incorporates prior estimate 0 ¦Ì are proposed. These estimators are shown tohave a smaller mean squared error in a region around 0 ¦Ì in comparison to existing estimators. The expressions for the bias and meansquared error of the proposed t-estimators are obtained. Numerical results are provided when the proposed estimators are t-estimators oflevel of significance ¦Á . Comparisons with the earlier known results show the usefulness of the testimators.
%U normaldistribution;shrinkage;preliminarytestregion;biasratio;relativeefficiency