• AN ITERATIVE ALGORITHM FOR EFFICIENT ESTIMATION OF SQUARE OF THE NORMAL POPULATION MEAN FOR SMALL SAMPLES

Abstract

Artikayala et. al. (2011) used a monte-carlo simulation study to compare the relative bias the relative efficiencies of some well-known estimators of the square of the normal population mean, with respect to their mean-squared-errors. They concluded that the estimator of Singh & Zaidi (2000) is the best in terms of the relative efficiency, while the ‘relative biases’ of all the estimators are negligible. The present paper aims at developing an iterative algorithm for making this estimator increasingly more efficient, as supported by a similar monte-carlo simulation study with a more convincingly large number of replication of ‘51,000’. The simulation study is implemented using MATLAB 2010b.