Estimation of the Location Parameter of a General Half-Normal Distribution
Mathematics and Computing: ICMC 2018, Varanasi, India, January 9-11, Selected …, 2018•Springer
In this paper, estimation of the location parameter of a half-normal distribution is considered.
Some unbiased as well as biased estimators are derived. Admissibility and minimaxity of
Pitman estimator are proved. A complete class of estimators among multiples of the
maximum likelihood estimator is obtained. We develop a one-sided asymptotic confidence
interval for the location parameter. Numerical comparisons of the percentage risk
improvements over maximum likelihood estimator of various estimators are carried out.
Some unbiased as well as biased estimators are derived. Admissibility and minimaxity of
Pitman estimator are proved. A complete class of estimators among multiples of the
maximum likelihood estimator is obtained. We develop a one-sided asymptotic confidence
interval for the location parameter. Numerical comparisons of the percentage risk
improvements over maximum likelihood estimator of various estimators are carried out.
Abstract
In this paper, estimation of the location parameter of a half-normal distribution is considered. Some unbiased as well as biased estimators are derived. Admissibility and minimaxity of Pitman estimator are proved. A complete class of estimators among multiples of the maximum likelihood estimator is obtained. We develop a one-sided asymptotic confidence interval for the location parameter. Numerical comparisons of the percentage risk improvements over maximum likelihood estimator of various estimators are carried out.
Springer
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