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    Wyświetlanie 1-15 z 15
    Tytuł:
    Improved separate ratio and product exponential type estimators in the case of post-stratification
    Autorzy:
    Lone, Hilal A.
    Tailor, Rajesh
    Powiązania:
    https://bibliotekanauki.pl/articles/465656.pdf
    Data publikacji:
    2015
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    finite population mean
    post-stratification
    bias
    mean squared error
    Opis:
    This paper addressed the problem of estimation of finite population mean in the case of post-stratification. Improved separate ratio and product exponential type estimators in the case of post-stratification are suggested. The biases and mean squared errors of the suggested estimators are obtained up to the first degree of approximation. Theoretical and empirical studies have been done to demonstrate better efficiencies of the suggested estimators than other considered estimators.
    Źródło:
    Statistics in Transition new series; 2015, 16, 1; 53-64
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Power ratio cum median-based ratio estimator of finite population mean with known population median
    Autorzy:
    Abdullahi, Umar K.
    Ugwuowo, Fidelis I.
    Lawson, Nuanpan
    Powiązania:
    https://bibliotekanauki.pl/articles/31342145.pdf
    Data publikacji:
    2023-12-07
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    finite population mean
    bias
    mean squared error
    power estimator
    medianbased
    power ratio
    Opis:
    The search for an efficient estimator of the finite population mean has been a critical problem to the sample survey research community. This study is motivated by the fact that the conducted literature review showed that no research has developed such an average ratio estimator of the population mean that would utilize both the population and the sample medians of study variable, as well as the Srivastava (1967) estimator at a time. In this paper we proposed the power ratio cum median-based ratio estimator of the finite population mean, which is a function of two ratio estimators in the form of an average. The estimator assumes the population to be homogeneous and skewed. The properties (i.e. the Bias and the Mean Squared Error - MSE) of the proposed estimator were derived alongside its asymptotically optimum MSE. We demonstrated the efficiency of the proposed estimator jointly with its efficiency conditions by comparing it to selected estimators described in the literature. Empirically, a real-life dataset from the literature and a simulation study from two skewed distributions (Gamma and Weibull) were used to examine the efficiency gain. The empirical analysis and simulation study demonstrated that the efficiency gain is significant. Hence, the practical application of the proposed estimator is recommended, especially in socio-economic surveys.
    Źródło:
    Statistics in Transition new series; 2023, 24, 5; 35-44
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Noise and bias - some controversies raised by the book 'Noise: A Flaw in Human Judgment', written by Daniel Kahneman, Olivier Sibony, Cass R. Sunstein
    Autorzy:
    Szreder, Mirosław
    Powiązania:
    https://bibliotekanauki.pl/articles/2082251.pdf
    Data publikacji:
    2022-06-30
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    noise
    bias
    mean squared error
    statistical inference
    Opis:
    The paper reviews and discusses the statistical aspects of the phenomenon called 'noise' which Daniel Kahneman, the Nobel Prize winning psychologist, and his colleagues present in their new book entitled 'Noise: A Flaw in Human Judgment'. Noise is understood by the authors as an unexpected and undesirable variation present in people's judgments. The variability of judgments influences decisions which are made on the basis of those judgments and, consequently, may have a negative impact on the operations of various institutions. This is the main concern presented and analyzed in this book. The objective of this paper is to look at the relationship between bias and noise - the two major components of the mean squared error (MSE) - from a different perspective which is absent in the book. Although the author agrees that each of the two components contributes equally to MSE, he claims that in some circumstances a reduction of noise can make accurate inference not less, but more difficult. It is justified that the actual impact of noise cannot be accurately determined without considering both bias and noise simultaneously.
    Źródło:
    Przegląd Statystyczny; 2022, 69, 1; 39-49
    0033-2372
    Pojawia się w:
    Przegląd Statystyczny
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    The Class of Estimators of Finite Population Mean Using Incomplete Multi-Auxiliary Information
    Autorzy:
    Srivastava, Meenakshi
    Garg, Neha
    Powiązania:
    https://bibliotekanauki.pl/articles/466065.pdf
    Data publikacji:
    2013
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    bias
    mean square error
    multi-auxiliary information
    Opis:
    In this paper, a class of estimators is considered for estimating the mean of the finite population utilizing available incomplete multi-auxiliary information. Some special cases of this class of estimators are considered. The approximate expressions for bias and mean square error of the suggested estimators have also been derived and theoretical results are numerically supported.
    Źródło:
    Statistics in Transition new series; 2013, 14, 2; 201-216
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Estimation of product of two population means by multiauxiliary characters under double sampling the non-respondents
    Autorzy:
    Khare, B. B.
    Sinha, R. R.
    Powiązania:
    https://bibliotekanauki.pl/articles/1193073.pdf
    Data publikacji:
    2019-08-30
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    product
    bias
    mean square error
    auxiliary characters
    non-response
    Opis:
    This paper considers the problem of estimating the product of two population means using the information on multi-auxiliary characters with double sampling the non-respondents. Classes of estimators are proposed for estimating P under two different situations [discussed by Rao (1986, 90)] using known population mean of multi-auxiliary characters. Further, this problem has been extended to the case when population means of the auxiliary characters are unknown and they are estimated on the basis of a larger first phase sample. In this situation, a class of two phase sampling estimators for estimating P is suggested using multi-auxiliary characters with unknown population means in the presence of non-response. The expressions of bias and mean square error of all the proposed estimators are derived and their properties are studied. An empirical study using real data sets is given to justify the theoretical considerations.
    Źródło:
    Statistics in Transition new series; 2019, 20, 3; 81-95
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A General Family of Dual to Ratio-Cum-Product Estimator in Sample Surveys
    Autorzy:
    Singh, Rajesh
    Kumar, Mukesh
    Chauhan, Pankaj
    Sawan, Nirmala
    Smarandache, Florentin
    Powiązania:
    https://bibliotekanauki.pl/articles/465772.pdf
    Data publikacji:
    2011
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    Family of estimators
    auxiliary variables
    bias
    mean-squared error
    Opis:
    This paper presents a family of dual to ratio-cum-product estimators for the finite population mean. Under simple random sampling without replacement (SRSWOR) scheme, expressions of the bias and mean-squared error (MSE) up to the first order of approximation are derived. We show that the proposed family is more efficient than usual unbiased estimator, ratio estimator, product estimator, Singh estimator (1967), Srivenkataramana (1980) and Bandyopadhyaya estimator (1980) and Singh et al. (2005) estimator. An empirical study is carried out to illustrate the performance of the constructed estimator over others.
    Źródło:
    Statistics in Transition new series; 2011, 12, 3; 587-594
    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
    Tytuł:
    Some classes of modified ratio type estimators in sample surveys
    Autorzy:
    Swain, A. K. P. C.
    Das, Manjula
    Powiązania:
    https://bibliotekanauki.pl/articles/466061.pdf
    Data publikacji:
    2015
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    ratio type estimator
    simple random sampling
    bias
    mean square error
    efficiency
    Opis:
    In this paper some classes of modified ratio type estimators with additive and multiplicative adjustments made to the simple mean per unit estimator and classical ratio estimator are suggested to obtain more efficient ratio type estimators compared to the classical one. Their biases and mean square errors are obtained and compared with first order approximations.
    Źródło:
    Statistics in Transition new series; 2015, 16, 1; 37-52
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Chain Ratio Estimator for the Population Mean in the Presence of Non-Response
    Autorzy:
    Khare, B. B.
    Srivastava, U.
    Kumar, K.
    Powiązania:
    https://bibliotekanauki.pl/articles/465661.pdf
    Data publikacji:
    2012
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    chain ratio type estimator
    preliminary sample
    bias
    mean square error
    non-response
    additional auxiliary variable
    Opis:
    In this paper we have proposed two chain ratio type estimators for population mean using two auxiliary variables in the presence of non-response. The proposed estimators have been found to be more efficient than the relevant estimators for the fixed values of preliminary sample of size n′and subsample of size n(
    Źródło:
    Statistics in Transition new series; 2012, 13, 3; 495-518
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Some Rotation Patterns in Two-Phase Sampling
    Autorzy:
    Singh, G. N.
    Prasad, Shakti
    Powiązania:
    https://bibliotekanauki.pl/articles/465915.pdf
    Data publikacji:
    2011
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    Two-phase, successive sampling
    auxiliary information
    chain-type
    bias
    mean square error
    optimum replacement policy
    Opis:
    A problem related to the estimation of population mean on the current occasion using two-phase successive (rotation) sampling on two occasions has been considered. Two-phase ratio, regression and chain-type estimators for estimating the population mean on current (second) occasion have been proposed. Properties of the proposed estimators have been studied and their respective optimum replacement policies are discussed. Estimators are compared with the sample mean estimator, when there is no matching and the natural optimum estimator, which is a linear combination of the means of the matched and unmatched portions of the sample on the current occasion. Results are demonstrated through empirical means of comparison and suitable recommendations are made.
    Źródło:
    Statistics in Transition new series; 2011, 12, 1; 25-44
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Ratio-To-Regression Estimator In Successive Sampling Using One Auxiliary Variable
    Autorzy:
    Ralte, Zoramthanga
    Das, Gitasree
    Powiązania:
    https://bibliotekanauki.pl/articles/973550.pdf
    Data publikacji:
    2015
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    ratio-to-regression estimator
    auxiliary variable
    successive sampling
    bias
    mean square error
    optimum replacement policy
    Opis:
    The problem of estimation of finite population mean on the current occasion based on the samples selected over two occasions has been considered. In this paper, first a chain ratio-to-regression estimator was proposed to estimate the population mean on the current occasion in two-occasion successive (rotation) sampling using only the matched part and one auxiliary variable, which is available in both the occasions. The bias and mean square error of the proposed estimator is obtained. We proposed another estimator, which is a linear combination of the means of the matched and unmatched portion of the sample on the second occasion. The bias and mean square error of this combined estimator is also obtained. The optimum mean square error of this combined estimator was compared with (i) the optimum mean square error of the estimator proposed by Singh (2005) (ii) mean per unit estimator and (iii) combined estimator suggested by Cochran (1977) when no auxiliary information is used on any occasion. Comparisons are made both analytically as well as empirically by using real life data.
    Źródło:
    Statistics in Transition new series; 2015, 16, 2; 183-202
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Estymacja punktowa cyfrowego estymatora wartości średniej sygnałów przypadkowych
    Point estimation of the mean value digital estimator of random signals
    Autorzy:
    Sienkowski, S.
    Kawecka, E.
    Powiązania:
    https://bibliotekanauki.pl/articles/154292.pdf
    Data publikacji:
    2009
    Wydawca:
    Stowarzyszenie Inżynierów i Techników Mechaników Polskich
    Tematy:
    cyfrowy estymator wartości średniej
    wartość oczekiwana
    obciążenie
    wariancja estymatora
    mean value digital estimator
    expected value
    bias
    estimator's ariance
    Opis:
    Artykuł przedstawia problematykę obliczania wartości oczekiwanej, obciążenia i wariancji cyfrowego estymatora wartości średniej sygnałów przypadkowych. W rzeczywistych sytuacjach pomiarowych estymacja obciążenia i wariancji, wymaga najczęściej wielokrotnego powtarzania eksperymentu pomiarowego. Nie są przy tym sformułowane kryteria dotyczące dokładności prowadzonych oszacowań. Zaprezentowane w pracy wzory omijają problem niejednoznaczności oszacowań i umożliwiają, na podstawie momentów, obliczenie obciążenia i wariancji cyfrowego estymatora wartości średniej sygnałów.
    In the paper there is discussed a problem of estimation of the expected value, bias and variance of the mean value digital estimator of random signals. In real measurement tasks the estimation of the variance and bias values requires numerous repetitions of measurement experiments. Moreover, there are no clear criteria of the estimation accuracy. The equations formulated in this paper allow avoiding the problem of the estimation uncertainty and calculating the bias and variance of the digital estimator of the mean value signals basing on the so called moments. The paper is divided into 4 sections. Section 1 contains a short introduction to the issues of this paper. In Section 2 there is given a definition of the digital estimator of the mean value signal. The estimator's expected value is calculated - Eq. (2). On the basis of Eq. (2), the bias caused by quantization is given by Eq. (4). The variance is described by Eq. (7), while the mean square error by Eq. (8). It allows evaluating the consistency estimator. The variance of the mean value Eq. (13) is determined basing on the Widrow theory of quantization Eq. (10-12). In the next section there is presented an example of determining the bias - Eq. (17) and variance Eq. (20) of the mean value digital estimator of a Gaussian signal. The characteristic function of the Gaussian signal is given by Eq. (15). Table 1 presents the result of calculating the mean value variance for varying signal amplitude and increasing A/D resolution. Section 4 summarizes the investigations and presents some concluding remarks. There are discussed applications of the obtained expressions to evaluation of the measurement result uncertainty of the most important signal parameters.
    Źródło:
    Pomiary Automatyka Kontrola; 2009, R. 55, nr 7, 7; 441-443
    0032-4140
    Pojawia się w:
    Pomiary Automatyka Kontrola
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    ROBUSTNESS OF TWEEDIE MODEL OF RESERVES WITH RESPECT TO DISTRIBUTION OF SEVERITY OF CLAIMS
    Autorzy:
    Boratyńska, Agata
    Juszczak, Dorota
    Powiązania:
    https://bibliotekanauki.pl/articles/453337.pdf
    Data publikacji:
    2015
    Wydawca:
    Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
    Tematy:
    loss reserves
    Tweedie model
    Poisson and gamma distribution
    ε-contamination
    generalized linear model
    mean square error
    bias
    prediction
    Opis:
    The aim of the work is to discuss the robustness of estimation procedures and robustness of prediction in Tweedie's compound Poisson model. This model is applied to the claim reserving problem. The quality of parameter estimators and predictors is studied when the distribution of severity of claims is disturbed. The ε-contamination class of distributions is considered. The example, where errors of estimators are large is presented. The simulation methods, using the R programming environment, are applied.
    Źródło:
    Metody Ilościowe w Badaniach Ekonomicznych; 2015, 16, 1; 53-74
    2082-792X
    Pojawia się w:
    Metody Ilościowe w Badaniach Ekonomicznych
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Missing data estimation based on the chaining technique in survey sampling
    Autorzy:
    Singh Thakur, Narendra
    Shukla, Diwakar
    Powiązania:
    https://bibliotekanauki.pl/articles/2156986.pdf
    Data publikacji:
    2022-12-15
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    estimation
    missing data
    chaining
    imputation
    bias
    mean squared error (MSE)
    factor type (F-T)
    chain type estimator
    double sampling
    Opis:
    Sample surveys are often affected by missing observations and non-response caused by the respondents' refusal or unwillingness to provide the requested information or due to their memory failure. In order to substitute the missing data, a procedure called imputation is applied, which uses the available data as a tool for the replacement of the missing values. Two auxiliary variables create a chain which is used to substitute the missing part of the sample. The aim of the paper is to present the application of the Chain-type factor estimator as a means of source imputation for the non-response units in an incomplete sample. The proposed strategies were found to be more efficient and bias-controllable than similar estimation procedures described in the relevant literature. These techniques could also be made nearly unbiased in relation to other selected parametric values. The findings are supported by a numerical study involving the use of a dataset, proving that the proposed techniques outperform other similar ones.
    Źródło:
    Statistics in Transition new series; 2022, 23, 4; 91-111
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Ocena wpływu kwantowania na niepewność estymatora wartości oczekiwanej sygnału
    Evaluation of quantization influence on the signal mean value estimator uncertainty
    Autorzy:
    Sienkowski, S.
    Powiązania:
    https://bibliotekanauki.pl/articles/153044.pdf
    Data publikacji:
    2010
    Wydawca:
    Stowarzyszenie Inżynierów i Techników Mechaników Polskich
    Tematy:
    estymator wartości oczekiwanej
    wariancja
    obciążenie
    niepewność
    przetwornik A/C
    mean value estimator
    expected value
    variance
    bias
    uncertainty
    A/D converter
    Opis:
    Artykuł dotyczy problematyki oceny wpływu kwantowania na niepewność estymatora wartości oczekiwanej sygnału. Zdefiniowano postacie estymatorów wartości oczekiwanej oraz wariancji tego parametru. Wyznaczono obciążenia estymatorów. Oceniono wpływ kwantowania na niepewność estymatora wartości oczekiwanej. Do badań zastosowano skwantowane próbki sygnału oraz momenty zmiennej losowej. Konwersja sygnału przeprowadzono z zastosowaniem kwantyzatora typu zaokrąglającego o idealnej charakterystyce kwantowania.
    The paper deals with the problem of evaluation of quantization influence on the signal mean value estimator uncertainty on the basis of digital measuring data. In order to evaluate the uncertainty ,there have been used the quantized samples and moments of a random variable as well as the Widrow theory of quantization. The round-off quantizer of the ideal quantizing characteristic has been applied. The paper is divided into four sections. In the first section there is given Eq. (2) describing the mean value estimator obtained from the quantized data. In the second section the bias of the mean value estimator is described by Eq. (5) and shown in Fig.1. The mean value estimator (2) with and without bias (5) is shown in Fig.2. The mean value estimator variance is given by Eq. (6) and shown in Fig.3. In the next section there are presented Eqs. (21)-(23) describing the quantization influence on the mean value estimator uncertainty obtained from the moments and quantized data. The quantization influence on the mean value estimator uncertainty is studied in two independent cases, with and without bias, and shown in Fig.6. It has been shown that for a sinusoidal signal Eq. (21) is a suppressed oscillating function of the amplitude. Moreover, it has been proved that by increasing the sample size Eqs. (22) and (23) can be brought to 1. In the last section the results of investigations are summarized.
    Źródło:
    Pomiary Automatyka Kontrola; 2010, R. 56, nr 11, 11; 1311-1314
    0032-4140
    Pojawia się w:
    Pomiary Automatyka Kontrola
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-15 z 15

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