Estimation of parameters in the populations with the tree order constraint
عنوان مقاله: Estimation of parameters in the populations with the tree order constraint
شناسه ملی مقاله: COSDA01_185
منتشر شده در اولین کنفرانس بین المللی تجزیه و تحلیل داده های آماری در سال 1402
شناسه ملی مقاله: COSDA01_185
منتشر شده در اولین کنفرانس بین المللی تجزیه و تحلیل داده های آماری در سال 1402
مشخصات نویسندگان مقاله:
Reza Momeni - Department of statistics, University of Zabol, Zabol, Iran
خلاصه مقاله:
Reza Momeni - Department of statistics, University of Zabol, Zabol, Iran
Consider the problem of estimating the tree order meansμ۰ ≤μ۱ for all i = ۱, … , k from independent normal random variables. The restricted maximum likelihood estimator (RMLE) for the control group meandiverges to−∞and fails disastrously, in terms of mean squared error, especially when is large. Recently, Betcher and Peddada (۲۰۰۹) found some new estimators that stochastically dominate the unrestricted maximum likelihood estimator of control group meanwhich satisfied in sufficient conditions described in their paper. Consequently, we strengthen the previously known results regarding for structure of new control group estimator which dominates the unrestricted maximum likelihood estimator, uniformly, and does not failed in some of the situations where RMLE and two aforementioned estimators failed. Our simulation study suggests that the proposed estimator competes well with the existing estimators, especially when k is large. The gains of proposed estimator in terms of MSE with respect to other estimators can be substantial.
کلمات کلیدی: Constrained means, Domination, Mean squared error (MSE), Tree order restriction
صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/1764968/