SHRINKAGE TESTIMATION FOR THE VARIANCE OF A NORMAL DISTRIBUTION UNDER ASYMMETRIC LOSS FUNCTION

Abstract

In present paper, some shrinkage testimators for the variance of a Normal distribution
have been suggested under the invariant form of the LINEX loss function
assuming initiate estimate of 2 is available in the form of a point estimate 2
0:
The comparisons of the proposed testimators have been made with the improved
estimator under the squared error loss and the LINEX loss criteria.