Improving the best linear unbiased estimator for the scale parameter of symmetric distributions by using the absolute value of ranked set samples

Gang Zheng and Mohammad Al-Saleh

Journal of Applied Statistics, 2003, vol. 30, issue 3, 253-265

Abstract: Ranked set sampling is a cost efficient sampling technique when actually measuring sampling units is difficult but ranking them is relatively easy. For a family of symmetric location-scale distributions with known location parameter, we consider a best linear unbiased estimator for the scale parameter. Instead of using original ranked set samples, we propose to use the absolute deviations of the ranked set samples from the location parameter. We demonstrate that this new estimator has smaller variance than the best linear unbiased estimator using original ranked set samples. Optimal allocation in the absolute value of ranked set samples is also discussed for the estimation of the scale parameter when the location parameter is known. Finally, we perform some sensitivity analyses for this new estimator when the location parameter is unknown but estimated using ranked set samples and when the ranking of sampling units is imperfect.

Date: 2003
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DOI: 10.1080/0266476022000030039

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