Estimation of the shape and scale parameters of Pareto distribution using ranked set sampling

Walid Abu-Dayyeh, Aissa Assrhani, Kamarulzaman Ibrahim

Research output: Contribution to journalArticle

9 Citations (Scopus)

Abstract

In the current paper, the estimation of the shape and location parameters α and c, respectively, of the Pareto distribution will be considered in cases when c is known and when both are unknown. Simple random sampling (SRS) and ranked set sampling (RSS) will be used, and several traditional and ad hoc estimators will be considered. In addition, the estimators of α, when c is known using an RSS version based on the order statistic that maximizes the Fisher information for a fixed set size, will be considered. These estimators will be compared in terms of their biases and mean square errors. The estimators based on RSS can be real competitors against those based on SRS.

Original languageEnglish
Pages (from-to)207-225
Number of pages19
JournalStatistical Papers
Volume54
Issue number1
DOIs
Publication statusPublished - 2013

Fingerprint

Ranked Set Sampling
Pareto Distribution
Shape Parameter
Scale Parameter
Estimator
Simple Random Sampling
Fisher Information
Location Parameter
Order Statistics
Mean square error
Maximise
Unknown
Pareto distribution
Sampling
Random sampling

Keywords

  • Bias
  • Fisher information
  • Maximum likelihood estimators (MLEs)
  • Mean square error
  • Method of moment estimators (MOMEs)
  • Pareto distribution
  • Ranked set sampling
  • Scale parameter
  • Shape parameter
  • Simple random sampling

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

Estimation of the shape and scale parameters of Pareto distribution using ranked set sampling. / Abu-Dayyeh, Walid; Assrhani, Aissa; Ibrahim, Kamarulzaman.

In: Statistical Papers, Vol. 54, No. 1, 2013, p. 207-225.

Research output: Contribution to journalArticle

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