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Unbiased Estimation of the Distribution Function of an Exponential Population Using Order Statistics with Application in Ranked Set Sampling
Authors:Bikas K. Sinha  Sujay Mukhuti
Affiliation:1. Stat-Math Division , Indian Statistical Institute , Kolkata , India;2. Department of Statistics , Calcutta University , Kolkata , India
Abstract:In this paper we consider the problem of unbiased estimation of the distribution function of an exponential population using order statistics based on a random sample. We present a (unique) unbiased estimator based on a single, say ith, order statistic and study some properties of the estimator for i = 2. We also indicate how this estimator can be utilized to obtain unbiased estimators when a few selected order statistics are available as well as when the sample is selected following an alternative sampling procedure known as ranked set sampling. It is further proved that for a ranked set sample of size two, the proposed estimator is uniformly better than the conventional nonparametric unbiased estimator, further, for a general sample size, a modified ranked set sampling procedure provides an unbiased estimator uniformly better than the conventional nonparametric unbiased estimator based on the usual ranked set sampling procedure.
Keywords:Distribution function  Exponential population  Order statistics  Ranked set sampling  Simple random sampling  Unbiased estimator
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