International Journal of Statistics and Systems
  • Year: 2008
  • Volume: 3
  • Issue: 2

Estimation of the multivariate normal mean under the extended balanced loss function

  • Author:
  • A. Asgharazadeh1,, N. Sanjari Farsipour2
  • Total Page Count: 6
  • Page Number: 131 to 136

1Department of Statistics, Faculty of Basic Science, University of Mazandaran, Babolsar, Iran.

2Department of Mathematics, Alzahra University, Tehran, Iran.

*Corresponding author

Abstract

This paper considers simultaneous estimation of multivariate normal mean vector using the extended balanced loss function. It is shown that the sample mean Х is minimax. We find a class of estimators which dominate the sample mean when is known. This class of estimators include as a special case Chung and Kim's estimator [Commun. Statist – Theory Meth. 26 (1997), 1599 – 1611].

Keywords

Admissibility, Balanced loss function, Bayes estimator, Minimaxity