Estimation of signal to noise ratio using mahalanobis distance

Abstract

In this paper, we propose some alternative estimatiors to that given by C. G. Khatri and C. R. Rao (1985), for estimating Signal to Noise ratio. Using Pitman Nearness, Condition for prefering one estimator over the other is estabilished. It is shown numerically that estimators corresponding to Entropy loss function are better more oftern than those corresponding to Squared Error loss.

Keywords:

• Signal to noise ratio
• Mahalanobis distance
• squared error loss
• entropy loss
• pitman nearness
• confluence hypergeometric distribution