Pre-Test Single and Double Stage Shrunken Estimators for the Mean of Normal Distribution with Known Variance

This paper is concerned with pre-test single and double stage shrunken estimators for the mean ( μ) of normal distribution when a prior estimate ( μ0) of the actule value ( μ) is available, using specifying shrinkage weight factors Ѱ() as well as pre-test region (R). Expressions for the Bias [B()], mean squared error [MSE()], Efficiency [EFF()] and Expected sample size [E(n/ μ)] of proposed estimators are derived. Numerical results and conclusions are drawn about selection different constants included in these expressions. Comparisons between suggested estimators, with respect to classical estimators in the sense of Bias and Relative Efficiency, are given. Furthermore, comparisons with the earlier existing works are drawn.