Abstract

FALLAH, AFSHIN  and  KHOSHTARKIB, HAMID. Improved Linear Combination of Two Estimators for a Function of Interested Parameter. Rev.Colomb.Estad. [online]. 2016, vol.39, n.2, pp.229-245. ISSN 0120-1751.  https://doi.org/10.15446/rce.v39n2.51586.

In this paper, we consider the problem of improving the efficiency of a linear combination of two estimators when the population coefficient of variation is known. We generalized the discussion from the case of a parameter to a function of are interested parameter. We show that two estimators obtained from a improved linear combination of two estimators and a linear combination of two improved estimators are equivalent in terms of efficiency. We also show how a doubly-improved linear combination of two estimators can be constructed when the population coefficient of variation is known.

Keywords : Coefficient of variation; Mean squared error; Efficiency; Linear combination.

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