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Improved Linear Combination of Two Estimators for a Function of Interested Parameter
Estimación eficiente de una función de un parámetro a través de una combinación lineal de dos estimadores
DOI:
https://doi.org/10.15446/rce.v39n2.51586Keywords:
Coefficient of Variation, Shrinkage Estimator, Mean Squared Error, Linear Combination (en)Coeficiente de variación, Combinación lineal, Eficiencia, Error cuadrado medio. (es)
In this paper, we consider the problem of improving the efficiency of alinear 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 interested parameter. We show that two estimators obtained from improved linear combination of two estimators and linear combination of two improved estimators are equivalent, in terms of efficiency. We also show that, how one can construct an doubly-improved linear combination of two estimators, when the population coefficient of variation is known.
En este artículo, se considera el problema de mejorar la eficiencia de una combinación lineal de dos estimadores cuando el coeficiente de variación poblacional es conocido. Se generaliza el caso de un solo parámetro al de una función del parámetro. Se muestra que hay equivalencia, en términos de eficiencia, entre usar combinaciones lineales mejoradas y combinaciones lineales de estimadores mejorados. También se muestra como construir una combinación lineal doblemente mejorada cuando el coeficiente de variación poblacional es conocido.
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