On Huntsberger Type Shrinkage Estimator for the Mean of Normal Distribution

The present article deals with an improved estimator of normal mean which is obtained by considering single stage procedure with appropriate shrinkage weight function. Indeed two shrunken testimators of Huntsberger-type are proposed for the mean of normal distribution when a prior estimate of the mean is available. The goodness of this procedure as a means of maximizing the relative efficiency is explained in this paper. The expressions for the bias mean squared error and relative efficiency of the proposed testimators are derived. The performances of the proposed testimators are compared with classical and existing testimators based on the criteria of biased ratio and relative efficiency to search for a ‘better’ estimator.