A compariative study for the performance of theproposed shrinkage testimators

In some practical situations, experimenter has unsample information about unknown parameter θas a prior point guess value θ۰. The estimator is a combination of sample information (δ) andunsample information (θ۰). In some practical problems, the loss should be bounded, but theselosses are not bounded. For response to this problem, consider the RGL function. In this paper,after the introduction, the shrinkage estimator θ is considered and its risk is found. Some shrinkagetestimators are suggested and their risks are calculated. Finally, a comparative study is performedfor the performance of the proposed shrinkage testimators.

Keywords:

shrinkage testimators , practical problems , experimenter , RGL function.