scholarly journals Ameliorated Class of Estimators of Finite Population Variance

Author(s):  
J. O. Muili ◽  
E. N. Agwamba ◽  
A. B. Odeyale ◽  
A. Adebiyi

A class of ratio estimators of finite population variance is proposed in this study. The properties of the proposed estimators have been derived using Taylor’s Series method up to first order of approximation. The efficiency conditions which are the mean square errors (MSEs) and percentage relative efficiency (PRE) of the proposed estimators over existing estimators have been established. The analytical illustration was also conducted to affirm the theoretical results. The results of the empirical study revealed that the proposed estimators are more efficient than the existing estimators considered in the study.

2021 ◽  
Vol 2021 ◽  
pp. 1-12
Author(s):  
Javid Shabbir ◽  
Shakeel Ahmed ◽  
Aamir Sanaullah ◽  
Ronald Onyango

In this paper, a ratio-exponential-log type general class of estimators is proposed in estimating the finite population mean using two auxiliary variables when population parameters of the auxiliary variables are known. From the proposed estimator, some special estimators are identified as members of the proposed general class of estimators. The mean square error (MSE) expressions are obtained up to the first order of approximation. This study finds that the proposed general class of estimators outperforms as compared to the conventional mean estimator, usual ratio estimators, exponential-ratio estimators, log-ratio type estimators, and many other competitor regression type estimators. Four real-life applications are used for efficiency comparison.


2014 ◽  
Vol 2014 ◽  
pp. 1-5 ◽  
Author(s):  
Yunusa Olufadi ◽  
Cem Kadilar

We suggest an estimator using two auxiliary variables for the estimation of the unknown population variance. The bias and the mean square error of the proposed estimator are obtained to the first order of approximations. In addition, the problem is extended to two-phase sampling scheme. After theoretical comparisons, as an illustration, a numerical comparison is carried out to examine the performance of the suggested estimator with several estimators.


Author(s):  
A. Y. Erinola ◽  
R. V. K. Singh ◽  
A. Audu ◽  
T. James

This study proposed modified a class of estimator in simple random sampling for the estimation of population mean of the study variable using as axillary information. The biases and MSE of suggested estimators were derived up to the first order approximation using Taylor’s series expansion approach. Theoretically, the suggested estimators were compared with the existing estimators in the literature. The mean square errors (MSE) and percentage relative efficiency (PRE) of proposed estimators and that of some existing estimators were computed numerically and the results revealed that the members of the proposed class of estimator were more efficient compared to their counterparts and can produce better estimates than other estimators considered in the study.


2021 ◽  
Vol 2021 ◽  
pp. 1-8
Author(s):  
Showkat Ahmad Lone ◽  
Mir Subzar ◽  
Ankita Sharma

In the present study, we propose the proficient class of estimators of the finite population mean, while incorporating the nonconventional location and nonconventional measures of dispersion with coefficient of variation of the auxiliary variable. Properties associated with the suggested class of improved estimators are derived, and an efficiency comparison with the usual unbiased ratio estimator and other existing estimators under consideration in the present study is established. An empirical study has also been provided to validate the theoretical results. Finally, it is established that the proposed class of estimators of the finite population variance proves to be more efficient than the existing estimators mentioned in this study.


Author(s):  
A. Audu ◽  
M. A. Yunusa ◽  
O. O. Ishaq ◽  
M. K. Lawal ◽  
A. Rashida ◽  
...  

In this paper, three difference-cum-ratio estimators for estimating finite population coefficient of variation of the study variable using known population mean, population variance and population coefficient of variation of auxiliary variable were suggested. The biases and mean square errors (MSEs) of the proposed estimators were obtained. The relative performance of the proposed estimators with respect to that of some existing estimators were assessed using two populations’ information. The results showed that the proposed estimators were more efficient than the usual unbiased, ratio type, exponential ratio-type, difference-type and other existing estimators considered in the study.


2021 ◽  
Vol 6 (12) ◽  
pp. 13592-13607
Author(s):  
Xuechen Liu ◽  
◽  
Muhammad Arslan ◽  

<abstract><p>This article deals with estimation of finite population mean using the auxiliary proportion under simple and two phase sampling scheme utilizing two auxiliary variables. Mathematical expressions for the mean squared errors of the proposed estimators are derived under first order of approximation. We compare the proposed class of estimators "theoretically and numerically" with the usual mean estimator of Naik and Gupta <sup>[<xref ref-type="bibr" rid="b1">1</xref>]</sup>. The theoretical as well as numerical findings support the superiority of our proposed class of estimator as compared to estimators available in literature.</p></abstract>


2015 ◽  
Vol 2015 ◽  
pp. 1-5 ◽  
Author(s):  
Mursala Khan ◽  
Rajesh Singh

A chain ratio-type estimator is proposed for the estimation of finite population mean under systematic sampling scheme using two auxiliary variables. The mean square error of the proposed estimator is derived up to the first order of approximation and is compared with other relevant existing estimators. To illustrate the performances of the different estimators in comparison with the usual simple estimator, we have taken a real data set from the literature of survey sampling.


2021 ◽  
Vol 2021 ◽  
pp. 1-8
Author(s):  
Usman Shahzad ◽  
Nadia H. Al-Noor ◽  
Noureen Afshan ◽  
David Anekeya Alilah ◽  
Muhammad Hanif ◽  
...  

Robust regression tools are commonly used to develop regression-type ratio estimators with traditional measures of location whenever data are contaminated with outliers. Recently, the researchers extended this idea and developed regression-type ratio estimators through robust minimum covariance determinant (MCD) estimation. In this study, the quantile regression with MCD-based measures of location is utilized and a class of quantile regression-type mean estimators is proposed. The mean squared errors (MSEs) of the proposed estimators are also obtained. The proposed estimators are compared with the reviewed class of estimators through a simulation study. We also incorporated two real-life applications. To assess the presence of outliers in these real-life applications, the Dixon chi-squared test is used. It is found that the quantile regression estimators are performing better as compared to some existing estimators.


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