Performance of the Graybill–Deal Estimator via Pitman Closeness Criterion

Pitman closeness criterion is a coverage probability-based criterion to examine the relative performances of estimators. Usually, the performance of the standard Graybill-Deal estimator of the common mean has been examined with respect to the mean squared error (variance). In this study we examine its performance with respect to the Pitman closeness criterion. Specifically, we compare a p -source based Graybill-Deal estimator against its q -source based competitors for q (< p )-source subsets of p -source data. The key references to this paper are [5] and [7].