Abstract
A shrinkage testimator, based on a test of hypothesis when an initial estimate of the scale parameter is available, has been proposed. The salient feature of the proposed testimator is that, being dependent on the test statistic, it removes arbitrariness in the choice of the shrinkage factor for a given level of significance. Expressions for bias, mean square error and relative efficiency with respect to the conventional estimator have been derived. Also, it has been shown that by taking the square of the shrinkage factor the relative efficiency of the testimator can be increased.
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