Comments on Multiparameter Estimation in Truncated Power Series Distributions under the Stein's Loss

Document Type: Research articles


Department of Mathematics, Thiqar University, Iraq


This comment is to show that Theorem
3.3 of Dey and Chung (1991) (Multiparameter estimation in
truncated power series distributions under the Stein's loss.
emph{Commun. Statist.-Theory Meth.,} {bf 20}, 309-326) may give
us misleading results. Analytically and through simulation, we
show that the Theorem does not improve the given estimator.