Some improved estimation for common variance of two populations

Abstract

Improved estimators for common variance of two populations 2 have been set up by considering that (i) s and s² are the usual estimators for estimating σ and σ$sup;2$esup; respectively and (ii) the other type of estimators, are available? Comparisons in terms of meansquared error (MSE) have been made. It is shown that the proposed stimators have either smaller MSE than the usual estimators or have equivalent MSE to the minimum mean squared error (MMSE) estimator in the proposed class∗.

Keywords:

• Common variance
• normal distribution
• exponential distribution
• double exponential distribution
• inverse gaussian distribution
• coefficient of kurtosis
• bias
• mean squared error
• censored samples