Mohammad Khoshnevisan

School of Accounting and Finance

Griffith University, Australia

Housila P. Singh
School of Studies in Statistics, Vikram University
Ujjain - 456 010 (M. P.), India

Florentin Smarandache
University of New Mexico, Gallup, USA

A Family of Estimators of Population

Mean Using Multiauxiliary
Information in Presence of
Measurement Errors

Published in:
M. Khoshnevisan, S. Saxena, H. P. Singh, S. Singh, F. Smarandache (Editors)
RANDOMNESS AND OPTIMAL ESTIMATION IN DATA SAMPLING
(second edition)
American Research Press, Rehoboth, USA, 2002
ISBN: 1-931233-68-3
pp. 44 - 61
 Abstract

This paper proposes a family of estimators of population mean using information on several auxiliary
variables and analyzes its properties in the presence of measurement errors.

Keywords: Population mean, Study variate, Auxiliary variates, Bias, Mean squared error, Measurement

errors.

2000 MSC: 62E17

1. INTRODUCTION

The discrepancies between the values exactly obtained on the variables under consideration for sampled

units and the corresponding true values are termed as measurement errors. In general, standard theory of

survey sampling assumes that data collected through surveys are often assumed to be free of measurement

or response errors. In reality such a supposition does not hold true and the data may be contaminated with

measurement errors due to various reasons; see, e.g., Cochran (1963) and Sukhatme et al (1984).

One of the major sources of measurement errors in survey is the nature of variables. This may happen in

case of qualitative variables. Simple examples of such variables are intelligence, preference, specific

abilities, utility, aggressiveness, tastes, etc. In many sample surveys it is recognized that errors of

measurement can also arise from the person being interviewed, from the interviewer, from the supervisor or

leader of a team of interviewers, and from the processor who transmits the information from the recorded

interview on to the punched cards or tapes that will be analyzed, for instance, see Cochran (1968). Another

source of measurement error is when the variable is conceptually well defined but observations can be

obtained on some closely related substitutes termed as proxies or surrogates. Such a situation is

encountered when one needs to measure the economic status or the level of education of individuals, see

Salabh (1997) and Sud and Srivastava (2000). In presence of measurement errors, inferences may be

misleading, see Biemer et al (1991), Fuller (1995) and Manisha and Singh (2001).

Thereis today a great deal of research on measurement errors in surveys. An attempt has been made to

study the impact of measurement errors on a family of estimators of population mean using multiauxiliary

information.

44
2. THE SUGGESTED FAMILY OF ESTIMATORS

Let Y be the study variate and its population mean µ0 to be estimated using information on p(>1) auxiliary

( )
variates X1, X2, ...,Xp. Further, let the population mean row vector µ ′ = µ1 , µ 2 , " , µ p of the vector
~

X~ ′ = ( X 1 , X 2 , X p ) . Assume that a simple random sample of size n is drawn from a population, on the

study character Y and auxiliary characters X1, X2, ...,Xp. For the sake of simplicity we assume that the

population is infinite. The recorded fallible measurements are given by

y j = Yj + E j
xij = X ij + η ij , i = 1,2," , p;
j = 1,2, " , n.

where Yj and Xij are correct values of the characteristics Y and Xi (i=1,2,..., p; j=1,2,..., n).

For the sake of simplicity in exposition, we assume that the error Ej's are stochastic with mean 'zero' and

variance σ(0)2 and uncorrelated with Yj's. The errors ηij in xij are distributed independently of each other

and of the Xij with mean 'zero' and variance σ(i)2 (i=1,2,...,p). Also Ej's and ηij's are uncorrelated although

Yj's and Xij's are correlated.

Define

45
 xi
ui = , (i = 1,2," , p )
µi
u T = (u1 , u 2 , " u p )1× p , e T = (1,1, " ,1)1× p
1 n
y= ∑ yj
n j =1
1 n
xi = ∑ xij
n j =1

With this background we suggest a family of estimators of µ0 as

(
µˆ g = g y , u T )
(2.1)

(
where g y , u
T
) is a function of y, u , u ,", u
1 2 p such that

g (u
0 ,e
T
) = µ0
∂g (⋅)
⇒ =1
∂y (µ0 ,eT )

and such that it satisfies the following conditions:

(
1. The function g y , u
T
) is continuous and bounded in Q.
2. The first and second order partial derivatives of the function g y , u ( T
) exist and are continuous and
bounded in Q.

To obtain the mean squared error of µ̂ g , we expand the function g y , u ( T

) about the point (µ e ) in a
0,
T

second order Taylor's series. We get

∂g (⋅)
( )
µˆ g = g µ 0 , e T + ( y − µ 0 )
∂y (µ0 ,eT )
+ (u − e ) g (1) (µ0 ,eT )
T

( y − µ 0 )2 ∂ g2(⋅) T ∂g (⋅)
(1)
{
2
1
+ + 2( y − µ 0 )(u − e )
2 ∂y ( y * ,u *T ) ∂y ( y * ,u 7 T )

G
(
+ (u − e ) g (2 ) y*, u *T (u − e )
T
) }
(2.2)

46
where

y* = µ 0 + θ ( y − µ 0 ), u* = e + θ (u − e ), 0 < θ < 1; g (1) (⋅)

denote the p element column vector of first partial derivatives of g(⋅) and g(2)(⋅) denotes a p×p matrix of

second partial derivatives of g(⋅) with respect to u.

Noting that g(µ0,eT)= µ0, it can be shown that

E (µˆ g ) = µ 0 + O(n −1 )

(2.3)

which follows that the bias of µ̂ g is of the order of n-1, and hence its contribution to the mean squared

error of µ̂ g will be of the order of n-2.

From (2.2), we have to terms of order n-1,

{
MSE (µˆ g ) = E ( y − µ 0 ) + (u − e ) g (1) (µ0 ,eT )
T
}2

= E [( y = µ 0 ) + 2( y − µ 0 )(u − e ) g (1) (µ0 ,eT )

2 T

(
+ g (1) (µ0 ,eT ) ) (u − e)(u − e) (g ( ) (
T T 1
µ 0 , eT ]
))

=
n
[
1 2 2
µ 0 (C 0 + C (20 ) ) + 2µ 0 b T g (1) (µ0 ,eT ) + (g (1) (µ0 ,eT ) ) A(g (1) (µ0 ,eT ) )
T
]
(2.4)

where bT=(b1,b2,…,bp), bi,=ρ0iC0Ci,(i=1,2, …,p);

Ci=σi/µi, C(i)= σi/µi, (i=1,2, …,p) and C0=σ0/µ0,

C12 + C (21) ρ12 C1C 2 ρ13C1C 3 " ρ1 p C1C p 

 
 ρ 12 C1C 2 C 22 + C (22 ) ρ 23C 2 C 3 " ρ 2 p C2C p 
A =  ρ13C1C 3 ρ 23C 2 C 3 C 32 + C (23 ) " ρ 3 p C3C p 
 
 # # # # 
ρ C C ρ 2 p C2C p ρ 3 p C3C p 2 2 
" C p + C( p ) 
 1p 1 p p× p

The MSE (µˆ g ) at (2.4) is minimized for

g (1) (µ0 ,eT ) = − µ 0 A −1b

(2.5)

47
Thus the resulting minimum MSE of µ̂ g is given by

( )[
min.MSE (µˆ g ) = µ 02 / n C 02 + C (20 ) − b T A −1b ]
(2.6)

Now we have established the following theorem.

Theorem 2.1 = Up to terms of order n-1,

( )[
MSE (µˆ g ) ≥ µ 02 / n C 02 + C (20 ) − b T A −1b ]
(2.7)

with equality holding if

g (1) (µ0 ,eT ) = − µ 0 A −1b

It is to be mentioned that the family of estimators µ̂ g at (2.1) is very large. The following estimators:

(1)
p
µ  p
µˆ g = y ∑ ω i  i ; ∑ω i = 1,
i =1  xi  i =1
[Olkin (1958)]

(2 )
p
x  p
µˆ g = y ∑ ω i  i , ∑ω i − 1, [Singh (1967)]
i =1  µi  i =1

(3 )
∑ω µ i i p
µˆ g =y i =1
p
, ∑ω i = 1, [Shukla (1966) and John (1969)]
∑ω x
i =1
i i
i =1

(4 )
∑ω x i i p
µˆ g =y i =1
p
; ∑ω i = 1, [Sahai et al (1980)]
∑ω µ
i =1
i i
i =1

ωi
(5 )
p
µ  p
µˆ g = y ∏  i
i =1  x i
 , ∑ω i = 1, [Mohanty and Pattanaik (1984)]
 i =1

−1
(6 )  p ωx  p
µˆ g = y  ∑ i i  , ∑ω i = 1, [Mohanty and Pattanaik (1984)]
 i =1 µ i  i =1

48
 ωi
(7 )
p
x  p
µˆ g = y ∏  i
i =1  µ i
 , ∑ω i = 1, [Tuteja and Bahl (1991)]
 i =1

−1
(8 )  p ωµ  p
µˆ g = y ∑ i i  , ∑ω i = 1, [Tuteja and Bahl (1991)]
 i =1 xi  i =1

(9 )  p
µ  p +1
µˆ g = y ω p +1 + ∑ ω i  i , ∑ω i = 1.
 i =1  xi  i =1

(10 )  p
x  p +1
µˆ g = y ω p +1 + ∑ ω i  i , ∑ω i = 1.
 i =1  µi  i =1

=1
(11) q µ  p
 xˆ   q p

µˆ g = y ∑ ω i  i  + ∑  i ;  ∑ ω i + ∑ ω i  ; [Srivastava (1965) and Rao
 
 i =1  xi  i =q +1  µ i   i =1 i = q +1 

and Mudhalkar (1967)]

αi
p
x 
µˆ g
(12 )
= y ∏  i  (α i ' s are suitably constants ) [Srivastava (1967)]
i =1  µ i 

(13 )
p   x 
αi

µˆ g = y ∏ 2 −  i   [Sahai and Rey (1980)]
i =1  µ 
  i 

p
(14 ) xi
µˆ g = y ∏ [Walsh (1970)]
i =1 {µ i + α i ( xi − µ i )}

(15 )  p 
µˆ g = y exp ∑θ i log u i  [Srivastava (1971)]
 i =1 

 p 
µ g = y exp ∑θ i (u i − 1) [Srivastava (1971)]
(16 )
ˆ
 i =1 
p p
µˆ g = y ∑ ω i exp {(θ i / ω i ) log u i };
(17 )
i =1
∑ω
i =1
i = 1, [Srivastava (1971)]

p
µˆ g = y + ∑ α i ( xi − µ i )
(18 )
i =1

49
etc. may be identified as particular members of the suggested family of estimators µ̂ g . The MSE of these

estimators can be obtained from (2.4).

It is well known that

( )(
V ( y ) = µ 02 / n C 02 + C (20 ) )
(2.8)

It follows from (2.6) and (2.8) that the minimum variance of µ̂ g is no longer than conventional unbiased

estimator y .

On substituting σ(0)2=0, σ(i)2=0 ∀i=1,2,…,p in the equation (2.4), we obtain the no-measurement error case.

In that case, the MSE of µ̂ g , is given by

MSE (µˆ g ) =
n
[
1 2 2
( ) (
C 0 µ 0 + 2 µ 0 b T g *(1) (µ0 ,eT ) + g *(1) (µ0 ,eT ) A * g *(1) (µ0 ,eT )
T
)]
= MSE (µˆ g *)

(2.9)

where

 X X Xp 
µˆ g = g *  Y , 1 , 2 , ", 
 µ µ µp 
 1 2 
(
= g * Y ,U T )
(2.10)

and Y and X i (i = 1,2, " , p ) are the sample means of the characteristics Y and Xi based on true

measurements. (Yj,Xij, i=1,2,…,p; j=1,2,…,n). The family of estimators µˆ g * at (2.10) is a generalized

version of Srivastava (1971, 80).

The MSE of µˆ g * is minimized for

g *(1) (µ0 ,eT ) = − A *−1 bµ 0

(2.11)

Thus the resulting minimum MSE of µˆ g * is given by

50
 2

min.MSE (µˆ g *) =
µ0
n
[
C 02 − b T A *−1 b ]
2
σ0
=
n
1− R2 ( )
(2.12)

where A*=[a*ij] be a p×p matrix with a*ij = ρijCiCj and R stands for the multiple correlation coefficient of

Y on X1,X2,…,Xp.

From (2.6) and (2.12) the increase in minimum MSE (µ̂ ) due to measurement errors is
g

obtained as

 µ 02  2
min.MSE (µˆ g ) − min.MSE (µˆ g *) =  [
 C (0 ) + b T A *−1 b − b T A −1b ]
 n 
>0
This is due to the fact that the measurement errors introduce the variances fallible measurements of study

variate Y and auxiliary variates Xi. Hence there is a need to take the contribution of measurement errors

into account.

3. BIASES AND MEAN SQUARE ERRORS OF SOME PARTICULAR ESTIMATORS IN THE

PRESENCE OF MEASUREMENT ERRORS.

To obtain the bias of the estimator µ̂ g , we further assume that the third partial derivatives of g ( y , u T )

also exist and are continuous and bounded. Then expanding g y , u ( T

) about the point
(y, u ) = (µ
T
0 )
, e T in a third-order Taylor's series we obtain

∂g (⋅)
( )
µˆ g = g µ 0 , e T + ( y − µ 0 )
∂y (µ0 ,eT )
+ (u − e ) g (1) (µ0 ,eT )
T

{( y − µ 0 )2 ∂ g2(⋅)
2
1
+ 2( y − µ 0 )(u − e ) g (1) (µ0 ,eT )
T
+
2 ∂y (µ T
)
0 ,u

(
+ (u − e ) g (2 ) (µ0 ,eT ) (u − e )
T
) }

51
 3
1 ∂ ∂
+ ( y − µ 0 ) + (u − e )  g y * , u *T
6 ∂y ∂u 
( )
(3.1)

where g(12)(µ0,eT) denotes the matrix of second partial derivatives of g y , u ( T

) at the point
(y, u ) = (µ
T
0 )
, eT .

Noting that

(
g u0 eT = µ 0 )
∂g (⋅)
=1
∂y (µ0 ,eT )

∂ 2 g (⋅)
=0
∂y 2 (µ T
)
0 ,e

and taking expectation we obtain the bias of the family of estimators µ̂ g to the first degree of

approximation,

B (µˆ g ) =
1

2
{ T
( ) µ
E (u − e ) g (2 ) (µ0 ,eT ) (u − e ) + 2 0 }  T (12 ) T 
b g (µ0 ,e ) 
 n  

(3.2)

where bT=(b1,b2,…,bp) with bi=ρoiC0Ci; (i=1,2,…, p). Thus we see that the bias of µ̂ g depends also upon

the second order partial derivatives of the function on g y , u ( T

) at the point (µ ,e ), and hence will be
0
T

different for different optimum estimators of the family.

(i )
The biases and mean square errors of the estimators µˆ g ; i = 1 to 18 up to terms of order n-1 along with

the values of g(1)(µ0,eT), g(2)(µ0,eT) and g(12)(µ0,eT) are given in the Table 3.1.

52
Table 3.1 Biases and mean squared errors of various estimators of µ0

ESTIMATOR g(1)(µ0,eT) g(2)(µ0,eT) g(12)(µ0,eT) BIAS MSE

− µ 0 ω~ 2µ 0 W~ p× p − ω~  µ0   T
   C W~
 n 
− b T ω 
~ 
 µ02

 n
[
 2
 C 0 + C (2o ) − 2b T ω + ω T A ω

]
µˆ g (1) × ~ ~ ~
p p
 

where Wpxp=dig(ω1,ω2,...,ωp) where C

T
(
= C12 + C (21) , C 22 + C (22 ) , " , C p2 + C (2p ) )
µ0 ω
~
O
~ p× p
ω
~
 µ0  T
 b ω
 n  ~
 µ 02

 n [
 2
 C 0 + C (20 ) + 2b T ω + ω T A ω
 ]
µˆ g (2 )
~ ~ ~
(null matrix)  

µ0 ω * 2 µ 0 ω * ω *T ω*  b T ω *   2b T ω * ω * A ω * 
T
  ω~ * Aω~
T
− ~ ~ ~
− ~
 µ0  µ 02  2 ~ 
  T − T~    C 0 + C (20 ) − ~
+ ~T
µˆ g (3) ωT µ ω µ T
~
ωT µ µ ω T
~  n  ~ω µ µ T
ω ω µ   n   ω T
µ ω µ µ T
ω
~ ~
~ ~ ~ ~
 ~ ~ ~ ~ ~   ~ ~ ~ ~ ~ ~ 

where ω~ *T =

(ω1,*ω2,*...,ωp*) with

(ωi,*=ωi µi)

(i=1,2,...,p)

µ0 ω O ω  µ0  b ω~
T
 2b T ω ωT Aω 
~ ~ p× p ~
  T  µ 02  2 
  C 0 + C (0 ) + T ~ + ~T
2 ~
µˆ g ( 4 ) ωT µ ω µ  ω~ µ
T
~
(null matrix) ~
 n  n   ω µ ω µ µ T
ω 
~ ~ ~
 ~ ~ ~ ~ ~ ~ 

(5 )
− µ0 ω
~ µ 0  ω ω T + W~ p× p 
~ ~ 
−ω
~
 µ0 
 
 2n 
ω T A ω + C T W − 2b T ω 
 ~ ~
~
p× p ~
 µ02

 n 
[
 2
 C 0 + C (2o ) − 2b T ω + ω T A ω
~ ~ ~
]
µˆ g  
µˆ g (6 ) − µ0 ω 2µ 0 ω ω −ω  µ0  T
[ ]  µ02
[
 2
]
T
~ ~ ~ ~   ω Aω − b T ω   C 0 + C (2o ) − 2b T ω + ω T A ω
 n  ~ ~ ~  n  ~ ~ ~
 

µˆ g (7 ) µ0 ω
~ µ 0  ω ω T − W~ p× p 
~ ~ 
ω
~
 µ0 
 
 2n 
ω T A ω − C T W + 2b T ω 
 ~ ~
~
p× p ~
 µ02

 n 
[
 2
 C 0 + C (2o ) + 2b T ω + ω T A ω
~ ~ ~
]
 

µˆ g (8 ) µ0 ω
~ 2 µ 0  ω ω − W~ p× p 
~ ~
T


ω
~
 µ0   T
  ω A ω − C T W~
 n  ~ ~ p× p
+ bT ω 
~
 µ02

 n 
[
 2
 C 0 + C (2o ) + 2b T ω + ω T A ω
~ ~ ~
]
 

54
Table 3.1 Biases and mean squared errors of various estimators of µ0

ESTIMATOR g(1)(µ0,eT) g(2)(µ0,eT) g(12)(µ0,eT) BIAS MSE

µˆ g (9 ) − µ0 ω
~
2 µ 0 W~ p× p −ω
~
 µ0   T
   C W~
 n  p × p
− b T ω 
~ 
 µ 02

 n [
 2
 C 0 + C (20 ) + 2b T ω + ω T A ω
~ ~ ~
]
 

µˆ g (10 ) µ0 ω
~
O
~
ω
~
 µ0  T
 b ω
 n  ~
 µ 02
 [
 2
 C 0 + C (20 ) + 2b T ω + ω T A ω
 ]
 n  ~ ~ ~

ω (1) µ 0 2W µ0 ω (1)
~
~ (1) p× p ~
µˆ g (11)  µ0  T  µ02  2
where ω    C * W~ − b T ω    C 0 + C (2o ) − 2b T ω + ω T (1) A ω 
(1) =(-ω1,-ω2,..., -ωq, -ωq+1,...,ωp)1×p  n  (1) ~ (1)   n   ~ (1) ~ ~ (1) 

~  

ω 1 0 0 " 0 0 " 0
0 ω
 2 0 " 0 0 " 0
0 0 ω3 " 0 0 " 0
 
# # # " # # " #
W (1) p× p =  ,
~ 0 0 0 " ωq 0 " 0
 
0 0 0 " 0 0 " 0
# # # " # # " # C*T=(C12+C(1)2,…,
 
 0 0 0 " 0 0 " 0 p× p
Cq2+C(q)2;…0)

55
 α µ0
~
µ 0 α α T − ∝~ p× p 
~ ~ 
−α
~
 µ0 
 
 2n 
α T Aα − C T ∝ + 2b T α 
 ~ ~
~
~
 µ02

 n 
[
 2
 C 0 + C (2o ) + 2b T α + α T A α ]
µˆ g (12 )
p× p ~ ~ ~
 
where α T
=(α1,α2,...,αp)1×p ∝ =diag(α1,α2,...,αp)
~ ~

µˆ g (13) − α µ0
~ − µ 0 α α − ∝
~ ~
T 
~ p× p 

−α
~
 µ0   T
  C ∝
2
  n  ~
p× p
− α T Aα − 2b T α 
~ ~ ~
 µ02

 n 
[
 2
 C 0 + C (2o ) − 2b T α + α T A α
~ ~ ~
]
 

µˆ g (14 ) − α µ0
~
2µ 0 α α
~ ~
−α
~
 µ0  T
 n  ~
[
  α Aα − C T − b T α
~ ~
]  µ02

 n
[
 2
 C 0 + C (2o ) − 2b T α + α T A α
 ~ ~ ~
]
 

56
Table 3.1 Biases and mean squared errors of various estimators of µ0

ESTIMATOR g(1)(µ0,eT) g(2)(µ0,eT) g(12)(µ0,eT) BIAS MSE

µ0 θ , µ 0 θ θ T − Θ 
~ p× p , θ
~  ~ ~  v0 ~

[ ]
(15 )
µˆ g  µ0   T  µ 02  2
  θ Aθ − C T Θ + 2b T θ    C 0 + C (20 ) + 2b T θ + θ T A θ
where Θ =diag{θ1,θ2,… θp}  2n   ~ ~
~
p × p ~  n  ~ ~ ~
~ p× p
 

µˆ g (16 ) µ0 θ µ0 θ θ θ
[
 µ0  T
]  µ 02
[
 2
]
T
~ ~ ~ ~   θ Aθ + 2b T θ 
 n  C 0 + C (20 ) + 2b T θ + θ T A θ
 2n  ~ ~ ~
  ~ ~ ~

µˆ g (17 ) µ0 θ
~
~ * p× p µ 0 ,
Θ θ
~
2
  n
[
 µ0  T
 C Θ ~ * p× p +2b θ
T
~
]  µ02

 n
[
 2
 C 0 + C (2o ) + 2b T θ + θ T A θ
 ~ ~ ~
]
 
θ  θ 
where Θ* p× p =diag{θ1  1 −1 …,θp  p −1 }
~ ω  ω 
 1   p 

α* O O Unbiased 1 2 
  C 0 + C ( o ) + 2 µ 0 b α *+ α * A α *
~ p× p ~ p× p 2 T T
~
n
   ~ ~ 
µˆ g (18 )
~

where α * T =(α1*,α2*,...,αp*) with α *i =(αi,µi, i=1,2,...,p)

~ ~

57
4. ESTIMATORS BASED ON ESTIMATED OPTIMUM

It may be noted that the minimum MSE (2.6) is obtained only when the optimum values of constants

involved in the estimator, which are functions of the unknown population parameters µ0, b and A, are

known quite accurately.

To use such estimators in practice, one has to use some guessed values of the parameters µ0, b and A, either

through past experience or through a pilot sample survey. Das and Tripathi (1978, sec.3) have illustrated

that even if the values of the parameters used in the estimator are not exactly equal to their optimum values

as given by (2.5) but are close enough, the resulting estimator will be better than the conventional unbiased

estimator y . For further discussion on this issue, the reader is referred to Murthy (1967), Reddy (1973),

Srivenkataramana and Tracy (1984) and Sahai and Sahai (1985).

On the other hand if the experimenter is unable to guess the values of population parameters due to lack of

experience, it is advisable to replace the unknown population parameters by their consistent estimators. Let

φˆ be a consistent estimator of φ=A-1b. We then replace φ by φˆ and also µ0 by y if necessary, in the

optimum µ̂ g resulting in the estimator µ̂ g (est ) , say, which will now be a function of y , u and φ. Thus we

define a family of estimators (based on estimated optimum values) of µ0 as

(
µˆ g (est ) = g * * y , u T , φˆ T )
(4.1)

(
where g**(⋅) is a function of y , u , φˆ
T T
) such that
( )
g * * µ 0 , e T , φ T = µ 0 for all µ 0 ,
∂g * *(⋅)
⇒ =1
∂y (µ T
0 , e ,φ
T
)

∂g * *(⋅) ∂g (⋅)
= = − µ 0 A −1b = − µ 0φ
∂u (µ0 ,eT φ T ) ∂u ( µ0 ,e )T

(4.2)
and

∂g * *(⋅)
=0
∂φˆ (µ 0 ,e
T
,φ T
)
With these conditions and following Srivastava and Jhajj (1983), it can be shown to the first degree of

approximation that

MSE (µˆ g (est ) ) = min.MSE (µˆ g )

 µ02  2
=  [
 C 0 + C (20 ) − b T A −1b

]
 n 

Thus if the optimum values of constants involved in the estimator are replaced by their consistent

estimators and conditions (4.2) hold true, the resulting estimator µ̂ g (est ) will have the same asymptotic

mean square error, as that of optimum µ̂ g . Our work needs to be extended and future research will explore

the computational aspects of the proposed algorithm.

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61