scholarly journals Efficient transformed ratio-type estimator using single auxiliary information

2021 ◽  
Vol 48 (2) ◽  
Author(s):  
Sana Amjad ◽  
◽  
Muhammad Ismail ◽  

This paper provides an efficient transformed ratio-type estimator to estimate the study variable's population variance by utilizing information of a single auxiliary variable under simple random sampling without replacement. The bias and mean squared error of the proposed estimator are derived up-to 1st order approximation. In addition to this, the efficiency comparison of the proposed estimator has been done with traditional ratio-type variance estimator and some other widely used modified ratio-type variance estimators by taking real-life data. A simulation study has also been carried out to see the performance of the proposed estimator. It is worth noticing that our proposed estimator performs better than the competing estimators in real-life data applications as the mean squared error and root mean squared error of our proposed estimator are smaller than the competing estimators. Hence, our proposed estimator is better than existing variance estimators.

2021 ◽  
Vol 19 (1) ◽  
pp. 2-20
Author(s):  
Piyush Kant Rai ◽  
Alka Singh ◽  
Muhammad Qasim

This article introduces calibration estimators under different distance measures based on two auxiliary variables in stratified sampling. The theory of the calibration estimator is presented. The calibrated weights based on different distance functions are also derived. A simulation study has been carried out to judge the performance of the proposed estimators based on the minimum relative root mean squared error criterion. A real-life data set is also used to confirm the supremacy of the proposed method.


2022 ◽  
pp. 62-85
Author(s):  
Carlos N. Bouza-Herrera ◽  
Jose M. Sautto ◽  
Khalid Ul Islam Rather

This chapter introduced basic elements on stratified simple random sampling (SSRS) on ranked set sampling (RSS). The chapter extends Singh et al. results to sampling a stratified population. The mean squared error (MSE) is derived. SRS is used independently for selecting the samples from the strata. The chapter extends Singh et al. results under the RSS design. They are used for developing the estimation in a stratified population. RSS is used for drawing the samples independently from the strata. The bias and mean squared error (MSE) of the developed estimators are derived. A comparison between the biases and MSEs obtained for the sampling designs SRS and RSS is made. Under mild conditions the comparisons sustained that each RSS model is better than its SRS alternative.


2014 ◽  
Vol 1 ◽  
pp. 15-21
Author(s):  
H.S. Jhajj ◽  
Kusam Lata

Using auxiliary information, a family of difference-cum-exponential type estimators for estimating the population variance of variable under study have been proposed under double sampling design. Expressions for bias, mean squared error and its minimum values have been obtained. The comparisons have been made with the regression-type estimator by using simple random sampling at both occasions in double sampling design. It has also been shown that better estimators can be obtained from the proposed family of estimators which are more efficient than the linear regression type estimator. Results have also been illustrated numerically as well asgraphically.


The use of calibration estimation techniques in survey sampling have been found to improve the precision of estimators. This paper adopts the calibration approach with the assumption that the population median of the auxiliary variable is known to obtain a more efficient ratio-type estimator in estimating population median in stratified sampling. Conditions necessary for efficiency comparison have been obtained which show that the proposed estimator will always perform better than the existing asymptotically unbiased separate estimators in stratified random sampling. Numerical evaluations have been carried out through simulation and real-life data to compliment the theoretical claims. Results from the simulation study carried out under three distributional assumptions, namely the chi square, lognormal and Cauchy distributions with different sample settings showed that the new estimator provided better estimate of the median with greater gain in efficiency. In addition, result from the real-life data further supports the superiority of the proposed estimator over the existing ones considered in this study.


2015 ◽  
Vol 11 (1) ◽  
pp. 91-114 ◽  
Author(s):  
J. Subramani ◽  
G. Kumarapandiyan

Abstract In this paper we have proposed a class of modified ratio type variance estimators for estimation of population variance of the study variable using the known parameters of the auxiliary variable. The bias and mean squared error of the proposed estimators are obtained and also derived the conditions for which the proposed estimators perform better than the traditional ratio type variance estimator and existing modified ratio type variance estimators. Further we have compared the proposed estimators with that of the traditional ratio type variance estimator and existing modified ratio type variance estimators for certain natural populations.


2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Adewale F. Lukman ◽  
Emmanuel Adewuyi ◽  
Kristofer Månsson ◽  
B. M. Golam Kibria

AbstractThe maximum likelihood estimator (MLE) suffers from the instability problem in the presence of multicollinearity for a Poisson regression model (PRM). In this study, we propose a new estimator with some biasing parameters to estimate the regression coefficients for the PRM when there is multicollinearity problem. Some simulation experiments are conducted to compare the estimators' performance by using the mean squared error (MSE) criterion. For illustration purposes, aircraft damage data has been analyzed. The simulation results and the real-life application evidenced that the proposed estimator performs better than the rest of the estimators.


2021 ◽  
Vol 2099 (1) ◽  
pp. 012053
Author(s):  
O A Lyakhov

Abstract It is shown that aggregation leads to errors in network models projects problems with restricted resources. In consequence of aggregation an optimal solution of network problem has systematic mistakes in resources evaluation and project schedules look like better than indeed. As illustration the results of computer experiments on real-life data are presented.


Author(s):  
Sofi Mudasir Ahad ◽  
Sheikh Parvaiz Ahmad ◽  
Sheikh Aasimeh Rehman

In this paper, Bayesian and non-Bayesian methods are used for parameter estimation of weighted Rayleigh (WR) distribution. Posterior distributions are derived under the assumption of informative and non-informative priors. The Bayes estimators and associated risks are obtained under different symmetric and asymmetric loss functions. Results are compared on the basis of posterior risk and mean square error using simulated and real life data sets. The study depicts that in order to estimate the scale parameter of the weighted Rayleigh distribution use of entropy loss function under Gumbel type II prior can be preferred. Also, Bayesian method of estimation having least values of mean squared error gives better results as compared to maximum likelihood method of estimation.


2016 ◽  
Vol 42 (3) ◽  
pp. 137-148 ◽  
Author(s):  
V.L. Mandowara ◽  
Nitu Mehta

In this paper we suggest two modified estimators of the population mean using the power transformation based on ranked set sampling (RSS). The first order approximation of the bias and of the mean squared error of the proposed estimators are obtained. A generalized version of the suggested estimators by applying the power transformation is also presented. Theoretically, it is shown that these suggested estimators are more efficient than the estimators in simple random sampling (SRS). A numerical illustration is also carried out to demonstrate the merits of the proposed estimators using RSS over the usual estimators in SRS.


2017 ◽  
Vol 2017 ◽  
pp. 1-6 ◽  
Author(s):  
Pelumi E. Oguntunde ◽  
Mundher A. Khaleel ◽  
Mohammed T. Ahmed ◽  
Adebowale O. Adejumo ◽  
Oluwole A. Odetunmibi

Developing new compound distributions which are more flexible than the existing distributions have become the new trend in distribution theory. In this present study, the Lomax distribution was extended using the Gompertz family of distribution, its resulting densities and statistical properties were carefully derived, and the method of maximum likelihood estimation was proposed in estimating the model parameters. A simulation study to assess the performance of the parameters of Gompertz Lomax distribution was provided and an application to real life data was provided to assess the potentials of the newly derived distribution. Excerpt from the analysis indicates that the Gompertz Lomax distribution performed better than the Beta Lomax distribution, Weibull Lomax distribution, and Kumaraswamy Lomax distribution.


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