Abstract
In this paper, estimation of the location parameter of a half-normal distribution is considered. Some unbiased as well as biased estimators are derived. Admissibility and minimaxity of Pitman estimator are proved. A complete class of estimators among multiples of the maximum likelihood estimator is obtained. We develop a one-sided asymptotic confidence interval for the location parameter. Numerical comparisons of the percentage risk improvements over maximum likelihood estimator of various estimators are carried out.
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Patra, L.K., Kumar, S., Gupta, N. (2018). Estimation of the Location Parameter of a General Half-Normal Distribution. In: Ghosh, D., Giri, D., Mohapatra, R., Sakurai, K., Savas, E., Som, T. (eds) Mathematics and Computing. ICMC 2018. Springer Proceedings in Mathematics & Statistics, vol 253. Springer, Singapore. https://doi.org/10.1007/978-981-13-2095-8_22
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DOI: https://doi.org/10.1007/978-981-13-2095-8_22
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