Montip TiensuwanSatinee LertprapaiBimal K. SinhaMahidol UniversityUniversity of Maryland, Baltimore County2018-08-202018-08-202006-12-01Communications in Statistics: Simulation and Computation. Vol.35, No.4 (2006), 877-89115324141036109182-s2.0-33750207890https://repository.li.mahidol.ac.th/handle/20.500.14594/23392In this article we consider the problem of estimation of the mean of a univariate normal population with an unknown variance when uncertain nonsample prior information about the mean is available. We compare four estimators of the mean, including pretest and shrinkage estimators. The performances of the estimators are compared based on the multiple criteria decision making (MCDM) procedure in order to find the best estimator.Mahidol UniversityMathematicsArticleSCOPUS10.1080/03610910600880229