Estimation of the shape and scale parameters of Pareto distribution using ranked set sampling

被引：1
|
作者：
Walid Abu-Dayyeh
Aissa Assrhani
Kamarulzaman Ibrahim
机构：
[1] Sultan Qaboos University,Department of Mathematics and Statistics
[2] Universiti Kebangsaan Malaysia,School of Mathematical Sciences
来源：
Statistical Papers | 2013年 / 54卷
关键词：
Bias; Fisher information; Maximum likelihood estimators (MLEs); Mean square error; Method of moment estimators (MOMEs); Pareto distribution; Ranked set sampling; Scale parameter; Shape parameter; Simple random sampling;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In the current paper, the estimation of the shape and location parameters α and c, respectively, of the Pareto distribution will be considered in cases when c is known and when both are unknown. Simple random sampling (SRS) and ranked set sampling (RSS) will be used, and several traditional and ad hoc estimators will be considered. In addition, the estimators of α, when c is known using an RSS version based on the order statistic that maximizes the Fisher information for a fixed set size, will be considered. These estimators will be compared in terms of their biases and mean square errors. The estimators based on RSS can be real competitors against those based on SRS.
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收藏
页码：207 / 225
页数：18
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