On Iterative Efficient Estimation Algorithm Using the Searls’ Normal Mean Estimator in the case of its Known Coefficient of Variation of the Normal Distribution

by Ashok Sahai & Raghunadh M. Acharya .

Abstract: This paper addresses the issue of finding an optimal estimator of the normal population mean when the coefficient of variation is known and is expected to be rather high, as per the pilot surveys of the population at hand. The paper proposes an “Efficient Iterative Estimation Algorithm, using computational statistics/intelligence, seminal to alterations of the Searles’ Normal Mean Estimator”. The ‘Relative Efficiency [as compared to the usual unbiased sample-mean estimator] estimators per this strategy have no simple algebraic form, and hence are not amenable to an analytical study determining their gainfulness, as compared to the usual unbiased sample mean estimator. Nevertheless, we examine these relative efficiencies of our estimators with respect to the usual unbiased estimator, using an illustrative simulation study with high replication. MATLAB 7.7.0.471 (R2008b) is used in programming this illustrative “Simulated Empirical Numerical Study”.

Key Words: MVUE, MMSE, Complete Sufficient Statistic, Numerical Study

Authors:
Ashok Sahai, sahai.ashok@gmail.com 
Raghunadh, M. Acharya, Email2

Editor: Ahmed H. Youssef,  ahyoussef@hotmail.com

READING THE ARTICLE: You can read the article in portable document (.pdf) format (149452 bytes.)

NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.

This page has been accessed 256 times since JUNE 18, 2016.


Return to the InterStat Home Page.