James-Stein Estimation from an Alternative Perspective

In the comparison of estimators, the typical viewpoint of mean squared error has been challenged by C. R. Rao. In this article we propose a method of selecting estimators in normal populations based on their regions of preference.These regions of preference are a natural consequence of Rao's emphasis on Pitman nearness.We apply the method in the case of estimation of the mean of a bivariate normal through the James-Stein class.