Singh, Jayant; Sharma, Amita; Tiwari, Sumit Pre-test shrinkage estimator of the mean of a normal population. (English) Zbl 1010.62020 J. Rajasthan Acad. Phys. Sci. 1, No. 2, 125-130 (2002). From the introduction: Consider a normal population \(N(\mu, \sigma^2)\), where \(\sigma^2\) is assumed to be known. Suppose \(\mu_0\) and \(\mu_1\) are two estimates of \(\mu\) obtained on two prior occasions. The problem is to find a shrinkage estimator of \(\mu\) based on the prior estimates \(\mu_0\) and \(\mu_1\). A preliminary test of the hypothesis \(H_0:\mu= \mu_0\) against \(H_1:\mu =\mu_1\) is first performed. On the outcome of this test, a shrinkage estimator of \(\mu\) is defined. MSC: 62F10 Point estimation 62F03 Parametric hypothesis testing Keywords:shrinkage estimator; cumulative density function; efficiency; bias; mean square error PDFBibTeX XMLCite \textit{J. Singh} et al., J. Rajasthan Acad. Phys. Sci. 1, No. 2, 125--130 (2002; Zbl 1010.62020)