Computational Comparison of the General Weighted Moments Estimators of the Scale Parameter of a Pareto distribution with a known shape parameter with Other Estimators Based on a Multiply Type II Censored Sample
學年 100
學期 1
出版（發表）日期 2012-01-01
作品名稱 Computational Comparison of the General Weighted Moments Estimators of the Scale Parameter of a Pareto distribution with a known shape parameter with Other Estimators Based on a Multiply Type II Censored Sample
作品名稱（其他語言）
著者 Wu, Shu-Fei; Lou, Kuo-Ren; Lin, Ying-Po
單位 淡江大學統計學系
出版者 Taylor & Francis
著錄名稱、卷期、頁數 Journal of Statistical Computation and Simulation 82(12), pp.1813-€“1825
摘要 Wu et al. [Computational comparison for weighted moments estimators and BLUE of the scale parameter of a Pareto distribution with known shape parameter under type II multiply censored sample, Appl. Math. Comput. 181 (2006), pp. 1462–1470] proposed the weighted moments estimators (WMEs) of the scale parameter of a Pareto distribution with known shape parameter on a multiply type II-censored sample. They claimed that some WMEs are better than the best linear unbiased estimator (BLUE) based on the exact mean-squared error (MSE). In this paper, the general WME (GWME) is proposed and the computational comparison of the proposed estimator with the WMEs and BLUE is done on the basis of the exact MSE for given sample sizes and different censoring schemes. As a result, the GWME is performing better than the best estimator among 12 WMEs and BLUE for all cases. Therefore, GWME is recommended for use. At last, one example is given to demonstrate the proposed GWME.
關鍵字 multiply type II-censored sample; Pareto distribution; weighted moments estimator; general weighted moments estimator
語言 en
ISSN 1563-5163
期刊性質 國外
收錄於 SCI
產學合作
通訊作者 Wu, Shu-Fei, 100665@mail.tku.edu.tw
審稿制度 是
國別 GBR
公開徵稿
出版型式 電子版
相關連結

機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/85039 )

機構典藏連結
SDGS 優質教育,產業創新與基礎設施