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Tytuł:
Estimation of the density and cumulative distribution functions of the exponentiated Burr XII distribution
Autorzy:
Hassan, Amal S.
Assar, Salwa M.
Ali, Kareem A.
Nagy, Heba F.
Powiązania:
https://bibliotekanauki.pl/articles/1917020.pdf
Data publikacji:
2021-12-08
Wydawca:
Główny Urząd Statystyczny
Tematy:
exponentiated Burr Type XII model
least squares estimator
maximum likelihood estimator
uniform minimum variance unbiased estimator
weighted least squares estimator
Opis:
The exponentiated Burr Type XII (EBXII) distribution has wide applications in reliability and economic studies. In this article, the estimation of the probability density function and the cumulative distribution function of EBXII distribution is considered. We examine the maximum likelihood estimator, the uniformly minimum variance unbiased estimator, the least squares estimator, the weighted least squares estimator, the maximum product spacing estimator, the Cramér–von-Mises estimator, and the Anderson–Darling estimator. We derive analytical forms for the bias and mean square error. A simulation study is performed to investigate the consistency of the suggested methods of estimation. Data relating to the wind speed and service times of aircraft windshields are used with the studied methods. The simulation studies and real data applications have revealed that the maximum likelihood estimator performs more efficiently than its remaining counterparts.
Źródło:
Statistics in Transition new series; 2021, 22, 4; 171-189
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Better Estimator of Population Mean with Power Transformation Based on Ranked Set Sampling
Autorzy:
Mehta (Ranka), Nitu
Mandowara, V. L.
Powiązania:
https://bibliotekanauki.pl/articles/466002.pdf
Data publikacji:
2012
Wydawca:
Główny Urząd Statystyczny
Tematy:
ranked set sampling
ratio estimator
power transformation estimator auxiliary variable
Opis:
Ranked set sampling (RSS) was first suggested by McIntyre (1952) to increase the efficiency of estimate of the population mean. It has been shown that this method is highly beneficial to the estimation based on simple random sampling (SRS). There has been considerable development and many modifications were done on this method. This paper presents a modified ratio estimator using prior value of coefficient of kurtosis of an auxiliary variable x, with the intention to improve the efficiency of ratio estimator in ranked set sampling. The first order approximation to the bias and mean square error (MSE) of the proposed estimator are obtained. A generalized version of the suggested estimator by applying the Power transformation is also presented.
Źródło:
Statistics in Transition new series; 2012, 13, 3; 551-558
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Horvitz-Thompson estimator based on theauxiliary variable
Autorzy:
Al-Jararha, J.
Sulaiman, Mazen
Powiązania:
https://bibliotekanauki.pl/articles/1358405.pdf
Data publikacji:
2020-03-23
Wydawca:
Główny Urząd Statystyczny
Tematy:
Horvitz-Thompson Estimator
Stratified Sampling Designs
Dual Calibration
GREG Type Estimator
Opis:
In this paper, the Horvitz and Thompson (1952) estimator will be modified; so that, the modified estimators will use the availability of the auxiliary variable. Furthermore, the modified estimators are extended to be used in stratified sampling designs. Empirical studies are given for comparison purposes.
Źródło:
Statistics in Transition new series; 2020, 21, 1; 37-54
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Through a Random Route to the Goal: Theoretical Background and Application of the Method in Tourism Surveying in Poland
Autorzy:
Wójcik, Sebastian
Powiązania:
https://bibliotekanauki.pl/articles/1058914.pdf
Data publikacji:
2020-09-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
random route
Horvitz-Thompsom estimator
Opis:
Classic survey methods are ineffective when surveying a small or rare population. Several methods have been developed to address this issue, but often without providing a full mathematical justification. In this paper we propose estimators of parameters relating to Random Route Sampling and explore their basic properties. A formula for the Horvitz-Thompson estimator weights is presented. Finally, a case of a tourism-related survey conducted in Poland is discussed.
Źródło:
Statistics in Transition new series; 2020, 21, 3; 185-193
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An improved ridge type estimator for logistic regression
Autorzy:
Varathan, Nagarajah
Powiązania:
https://bibliotekanauki.pl/articles/2108296.pdf
Data publikacji:
2022-09-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
Logistic Regression
Multicollinearity
ridge estimator
Modified almost unbiased ridge logistic estimator
Mean square error
Opis:
In this paper, an improved ridge type estimator is introduced to overcome the effect of multicollinearity in logistic regression. The proposed estimator is called a modified almost unbiased ridge logistic estimator. It is obtained by combining the ridge estimator and the almost unbiased ridge estimator. In order to asses the superiority of the proposed estimator over the existing estimators, theoretical comparisons based on the mean square error and the scalar mean square error criterion are presented. A Monte Carlo simulation study is carried out to compare the performance of the proposed estimator with the existing ones. Finally, a real data example is provided to support the findings.
Źródło:
Statistics in Transition new series; 2022, 23, 3; 113-126
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimating the population mean using a continuous sampling design dependent on an auxiliary variable
Autorzy:
Wywiał, Janusz L.
Powiązania:
https://bibliotekanauki.pl/articles/1059051.pdf
Data publikacji:
2020-12-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
continuous sampling design
Horvits-Thompson estimator
inclusion density
sampling scheme
bivariate gamma distribution
ratio estimator
Opis:
Continuous distribution of variables under study and auxiliary variables are considered. The purpose of the paper is to estimate the mean of the variable under study using a sampling design which is dependent on the observation of a continuous auxiliary variable in the whole population. Auxiliary variable values observed in this population allow to estimate the inclusion density function of the sampling design. The variance of the continuous version of the Horvitz-Thompson estimator under the proposed sampling design is compared with the variance of the mean of a simple random sample. The accuracy of the estimation strategies is analysed by means of simulation experiments.
Źródło:
Statistics in Transition new series; 2020, 21, 5; 1-16
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Do mixed-data sampling models help forecast liquidity and volatility?
Autorzy:
Będowska-Sójka, Barbara
Kliber, Agata
Powiązania:
https://bibliotekanauki.pl/articles/2139332.pdf
Data publikacji:
2022-10-31
Wydawca:
Główny Urząd Statystyczny
Tematy:
liquidity
volatility
effective spread estimator
MIDAS
Opis:
This paper aims to contribute to the existing studies on the Granger-causal relationship between volatility and liquidity in the stock market. We examine whether liquidity improves volatility forecasts and whether volatility allows the improvement of liquidity forecasts. The forecasts based on the mixed-data sampling models, MIDAS, are compared to those obtained from models based on daily data. Our results show that volatility and liquidity forecasts from MIDAS models outperform naive forecasts. On the other hand, the application of mixed-data sampling models does not significantly improve the performance of the forecasts of either liquidity or volatility based on a univariate autoregressive model or a vectorautoregressive one. We found that in terms of the forecasting ability, the VAR models and the AR models seem to perform equally well, as the differences in forecasting errors generated by these two types of models are not statistically significant.
Źródło:
Przegląd Statystyczny; 2022, 69, 2; 1-19
0033-2372
Pojawia się w:
Przegląd Statystyczny
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Improved Separate Ratio Exponential Estimator for Population Mean Using Auxiliary Information
Autorzy:
Yadav, Rochini
Upadhyaya, Lakshmi N.
Singh, Housila P.
Chatterjee, S.
Powiązania:
https://bibliotekanauki.pl/articles/465985.pdf
Data publikacji:
2011
Wydawca:
Główny Urząd Statystyczny
Tematy:
Study variable
auxiliary variable
stratified random sampling
separate ratio estimator
separate product estimator
bias and mean squared error
Opis:
This paper advocates the improved separate ratio exponential estimator for population mean of the study variable y using the information based on auxiliary variable x in stratified random sampling. The bias and mean squared error (MSE) of the suggested estimator have been obtained upto the first degree of approximation. The theoretical and numerical comparisons are carried out to show the efficiency of the suggested estimator over sample mean estimator, usual separate ratio and separate product estimator.
Źródło:
Statistics in Transition new series; 2011, 12, 2; 401-412
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Development of Small Area Estimationin Official Statistics
Autorzy:
Kordos, Jan
Powiązania:
https://bibliotekanauki.pl/articles/466085.pdf
Data publikacji:
2016
Wydawca:
Główny Urząd Statystyczny
Tematy:
small area estimation
official statistics
sampling survey
direct estimation
indirect estimation
empirical Bayes estimator
hierarchical Bayes estimator
data quality
Opis:
The author begins with a general assessment of the mission of the National Statistics Institutes (NSIs), main producers of official statistics, which are obliged to deliver high quality statistical information on the state and evolution of the population, the economy, the society and the environment. These statistical results must be based on scientific principles and methods. They must be made available to the public, politics, economy and research for decision-making and information purposes. Next, before discussing general issues of small area estimation (SAE) in official statistics, the author reminds: the methods of sampling surveys, data collection, estimation procedures, and data quality assessment used for official statistics. Statistical information is published in different breakdowns with stable or even decreasing budget while being legally bound to control the response burden. Special attention is paid, from a practitioner point of view, to synthetic development of small area estimation in official statistics, beginning with international seminars and conferences devoted to SAE procedures and methods (starting with the Canadian symposium, 1985, and the Warsaw conference, 1992, to the Poznan conference, Poland, 2014), and some international projects (EURAREA, SAMPLE, BIAS, AMELI, ESSnet). Next, some aspects of development of SAE in official statistics are discussed. At the end some conclusions regarding quality of SAE procedures are considered.
Źródło:
Statistics in Transition new series; 2016, 17, 1; 105-132
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimation of Quadratic Finite Population Functions Using Calibration
Autorzy:
Pumputis, Dalius
Čiginas, Andrius
Powiązania:
https://bibliotekanauki.pl/articles/465643.pdf
Data publikacji:
2011
Wydawca:
Główny Urząd Statystyczny
Tematy:
calibrated estimator
penalized calibration
auxiliary variables
approximate variance
Opis:
Since the quadratic finite population functions can be expressed as totals over a synthetic population consisting of some ordered pairs of elements of the initial population, the traditional and penalized calibration technique is used to derive some calibrated estimators of the quadratic finite population functions. A linear combination of estimators discussed is considered as well. A comparison of approximate variances of the calibrated estimators is also presented. A simulation study is performed to analyze the empirical properties of the calibrated estimators of the finite population variance and covariance which appear as special cases of the quadratic functions. It is shown also how the calibrated estimators of the population covariance (variance) can be applied in regression estimation of the finite population total.
Źródło:
Statistics in Transition new series; 2011, 12, 2; 309-330
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Efficient two-parameter estimator in linear regression model
Autorzy:
Dorugade, Ashok V.
Powiązania:
https://bibliotekanauki.pl/articles/1194454.pdf
Data publikacji:
2019-07-02
Wydawca:
Główny Urząd Statystyczny
Tematy:
multicollinearity
ridge regression
two-parameter estimator
mean squared error
Opis:
In this article, two-parameter estimators in linear model with multicollinearity are considered. An alternative efficient two-parameter estimator is proposed and its properties are examined. Furthermore, this was compared with the ordinary least squares (OLS) estimator and ordinary ridge regression (ORR) estimators. Also, using the mean squares error criterion the proposed estimator performs more efficiently than OLS estimator, ORR estimator and other reviewed two-parameter estimators. A numerical example and simulation study are finally conducted to illustrate the superiority of the proposed estimator.
Źródło:
Statistics in Transition new series; 2019, 20, 2; 173-185
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Variance estimation in stratified adaptive cluster sampling
Autorzy:
Yasmeen, Uzma
Noor-ul-Amin, Muhammad
Hanif, Muhammad
Powiązania:
https://bibliotekanauki.pl/articles/2034098.pdf
Data publikacji:
2022
Wydawca:
Główny Urząd Statystyczny
Tematy:
variance estimator
stratified sampling
stratified adaptive cluster sampling (SACS)
Opis:
In many sampling surveys, the use of auxiliary information at either the design or estimation stage, or at both these stages is usual practice. Auxiliary information is commonly used to obtain improved designs and to achieve a high level of precision in the estimation of population density. Adaptive cluster sampling (ACS) was proposed to observe rare units with the purpose of obtaining highly precise estimations of rare and specially clustered populations in terms of least variances of the estimators. This sampling design proved to be more precise than its more conventional counterparts, including simple random sampling (SRS), stratified sampling, etc. In this paper, a generalised estimator is anticipated for a finite population variance with the use of information of an auxiliary variable under stratified adaptive cluster sampling (SACS). The bias and mean square error expressions of the recommended estimators are derived up to the first degree of approximation. A simulation study showed that the proposed estimators have the least estimated mean square error under the SACS technique in comparison to variance estimators in stratified sampling.
Źródło:
Statistics in Transition new series; 2022, 23, 1; 173-184
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Bayesian estimation of the Gini index and the Bonferroni index for the Dagum distribution with the application of different priors
Autorzy:
Arora, Sangeeta
Mahajan, Kalpana K.
Jangra, Vikas
Powiązania:
https://bibliotekanauki.pl/articles/2107043.pdf
Data publikacji:
2022-06-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
Inequality measures
Bayes estimator
credible interval
LINEX loss function
Opis:
Bayesian estimators and highest posterior density credible intervals are obtained for two popular inequality measures, viz. the Gini index and the Bonferroni index in the case of the Dagum distribution. The study considers informative and non-informative priors, i.e. the Mukherjee-Islam prior and the extension of Jeffrey’s prior, respectively, under the presumption of the Linear Exponential (LINEX) loss function. A Monte Carlo simulation study is carried out in order to obtain the relative efficiency of both the Gini and Bonferroni indices while taking into consideration different priors and loss functions. The estimated loss proves lower when using the Mukherjee-Islam prior in comparison to the extension of Jeffrey’s prior and the LINEX loss function outperforms the squared error loss function (SELF) in terms of the estimated loss. Highest posterior density credible intervals are also obtained for both these measures. The study used real-life data sets for illustration purposes.
Źródło:
Statistics in Transition new series; 2022, 23, 2; 49-68
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
k-th record estimator of the scale parameter of the α-stable distribution
Autorzy:
Stachura, Michał
Wodecka, Barbara
Powiązania:
https://bibliotekanauki.pl/articles/2156989.pdf
Data publikacji:
2022-12-15
Wydawca:
Główny Urząd Statystyczny
Tematy:
stable distribution
scale parameter estimator
k-th record values
Opis:
Various techniques of scale parameter estimation have been proposed in the case of alpha stable distributions. In the paper, the authors present an estimation technique that involves the k-th record theory. Although this theory is over 40 years old, its implementation in the classical extreme value theory – being the other cornerstone of the presented approach – is quite new, and tempting. Several theoretical properties of the introduced scale parameter estimators are presented. With the use of Monte Carlo methods, a comparative analysis is performed between the approach based on k-th records and approaches based on Hill’s and Pickands’ estimators. Additionally, the paper uses a real-life data set to illustrate how to effectively apply the k-th record estimator of the scale parameter. The research indicates several advantages of the k-th record approach over its other counterparts, especially when dealing with incomplete information about the underlying sample.
Źródło:
Statistics in Transition new series; 2022, 23, 4; 203-215
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Ratio-Cum-Product Estimator of Finite Population Mean in Systematic Sampling
Autorzy:
Tailor, Rajesh
Jatwa, Narendra K.
Singh, Housila P.
Powiązania:
https://bibliotekanauki.pl/articles/465754.pdf
Data publikacji:
2014
Wydawca:
Główny Urząd Statystyczny
Tematy:
systematic sampling ratio-cum-product estimator
bias
mean squared error
Opis:
In this paper we consider the problem of estimation of population mean using information on two auxiliary variables in systematic sampling. We have extended Singh (1967) estimator for estimation of population mean in systematic sampling. We have derived the expressions for the bias and mean squared error of the suggested estimator up to the first degree of approximation. We have compared the suggested estimator with existing estimators and obtained the conditions under which the suggested estimator is more efficient. An empirical study has been carried out to demonstrate the performance of the suggested estimator.
Źródło:
Statistics in Transition new series; 2014, 15, 3; 391-398
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł

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