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Unbiased variance estimation in a simple exponential population using ranked set samples |
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| Institution: | 1. Department of Statistics, Faculty of Science, King Abdulaziz University, Jeddah 21589, Saudi Arabia;1. Department of Applied Mathematics, University of Tarbiat Modares, P.O. Box 14115-175, Tehran, Iran;2. Department of Computer Science, University of Tarbiat Modares, P.O. Box 14115-175, Tehran, Iran;1. Department of Mathematics, Lahijan Branch, Islamic Azad University, Lahijan, Iran;2. Department of Applied Mathematics, Rasht Branch, Islamic Azad University, Rasht, Iran;1. Department of Statistical Science, Southern Methodist University, 3225 Daniel Avenue, P O Box 750332, Dallas, TX 75275-0332, United States;2. Department of Statistics, Seoul National University, Republic of Korea |
| Abstract: | The problem considered in this paper is that of unbiased estimation of the variance of an exponential distribution using a ranked set sample (RSS). We propose some unbiased estimators each of which is better than the non-parametric minimum variance quadratic unbiased estimator based on a balanced ranked set sample as well as the uniformly minimum variance unbiased estimator based on a simple random sample (SRS) of the same size. Relative performances of the proposed estimators and a few other properties of the estimators including their robustness under imperfect ranking have also been studied. |
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