Estimating Fisher information in normal population with prior information

H. P. Singh & S. Saxena
This paper is contemplated to propose a class of shrunken estimators which is further used in constructing a class of preliminary test estimators for amount of information in complete samples from normal population when some ‘apriori’ or guessed value of amount of information is available and analyses their characteristics. The proposed classes of shrunken estimators and preliminary test estimators are compared with the usual unbiased estimator and MMSE estimator. Eventually, empirical study is carried out...