A note on the shrinkage techniques for estimating the mean

摘要

Searls(1964) proposed an improved estimator for the mean when the coefficient of variation is known. Thompson (1968) considered a method to reduce the mean square error (MSE) of the minimum variance unbiased linear estimator of the mean. The latter work obtained a new improved estimator for the mean. The purpose of the present note is to find a relationship between Searls and Thompsonamp;rsquo;s estimators using a pivotal quantity for location parameter.