Estimation of the parameter of L´evy distribution using ranked set sampling
Ranked set sampling is a statistical technique for data collection that generally leads to more efficient estimators than competitors based on simple random sampling. In this paper, we consider estimation of scale parameter of L´evy distribution using a ranked set sample. We derive the best linear u...
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| Format: | Article |
| Language: | English |
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Amirkabir University of Technology
2021-02-01
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| Series: | AUT Journal of Mathematics and Computing |
| Subjects: | |
| Online Access: | https://ajmc.aut.ac.ir/article_4216_6ca51e622a67fa1b786db9282e9c8f47.pdf |
| _version_ | 1797307162985234432 |
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| author | Sahar Dorniani Adel Mohammadpour Nader Nematollahi |
| author_facet | Sahar Dorniani Adel Mohammadpour Nader Nematollahi |
| author_sort | Sahar Dorniani |
| collection | DOAJ |
| description | Ranked set sampling is a statistical technique for data collection that generally leads to more efficient estimators than competitors based on simple random sampling. In this paper, we consider estimation of scale parameter of L´evy distribution using a ranked set sample. We derive the best linear unbiased estimator and its variance, based on a ranked set sample. Also we compare numerically, variance of this estimator with mean square error of the maximum likelihood, a median based estimator and an estimator based on Laplace transform. It turns out that the best linear unbiased estimator based on ranked set sampling is more efficient than other mentioned estimators. |
| first_indexed | 2024-03-08T00:52:14Z |
| format | Article |
| id | doaj.art-c37411eecd4049d3b1c97f41a8a29a56 |
| institution | Directory Open Access Journal |
| issn | 2783-2449 2783-2287 |
| language | English |
| last_indexed | 2024-03-08T00:52:14Z |
| publishDate | 2021-02-01 |
| publisher | Amirkabir University of Technology |
| record_format | Article |
| series | AUT Journal of Mathematics and Computing |
| spelling | doaj.art-c37411eecd4049d3b1c97f41a8a29a562024-02-14T19:37:14ZengAmirkabir University of TechnologyAUT Journal of Mathematics and Computing2783-24492783-22872021-02-0121536010.22060/ajmc.2020.18499.10374216Estimation of the parameter of L´evy distribution using ranked set samplingSahar Dorniani0Adel Mohammadpour1Nader Nematollahi2Department of Statistics, Roudehen Branch, Islamic Azad University, Tehran, IranDepartment of Mathematics and Computer Science, Amirkabir University of Technology (Tehran Polytechnic), Tehran, IranDepartment of Statistics, Allameh Tabataba’i University, Tehran, IranRanked set sampling is a statistical technique for data collection that generally leads to more efficient estimators than competitors based on simple random sampling. In this paper, we consider estimation of scale parameter of L´evy distribution using a ranked set sample. We derive the best linear unbiased estimator and its variance, based on a ranked set sample. Also we compare numerically, variance of this estimator with mean square error of the maximum likelihood, a median based estimator and an estimator based on Laplace transform. It turns out that the best linear unbiased estimator based on ranked set sampling is more efficient than other mentioned estimators.https://ajmc.aut.ac.ir/article_4216_6ca51e622a67fa1b786db9282e9c8f47.pdfbest linear unbiased estimatorlevy distributionranked set samplingscale parameter |
| spellingShingle | Sahar Dorniani Adel Mohammadpour Nader Nematollahi Estimation of the parameter of L´evy distribution using ranked set sampling AUT Journal of Mathematics and Computing best linear unbiased estimator levy distribution ranked set sampling scale parameter |
| title | Estimation of the parameter of L´evy distribution using ranked set sampling |
| title_full | Estimation of the parameter of L´evy distribution using ranked set sampling |
| title_fullStr | Estimation of the parameter of L´evy distribution using ranked set sampling |
| title_full_unstemmed | Estimation of the parameter of L´evy distribution using ranked set sampling |
| title_short | Estimation of the parameter of L´evy distribution using ranked set sampling |
| title_sort | estimation of the parameter of l´evy distribution using ranked set sampling |
| topic | best linear unbiased estimator levy distribution ranked set sampling scale parameter |
| url | https://ajmc.aut.ac.ir/article_4216_6ca51e622a67fa1b786db9282e9c8f47.pdf |
| work_keys_str_mv | AT sahardorniani estimationoftheparameteroflevydistributionusingrankedsetsampling AT adelmohammadpour estimationoftheparameteroflevydistributionusingrankedsetsampling AT nadernematollahi estimationoftheparameteroflevydistributionusingrankedsetsampling |