Sensitivity analysis of blue for the population mean based on a ranked set sample

Cannes Y.C. TARN, Leung Ho Philip YU, Tony W.K. FUNG

Research output: Contribution to journalArticlespeer-review

4 Citations (Scopus)

Abstract

The use of best linear unbiased estimator (BLUE) has received much attention in estimating the population mean, based on a ranked set sample. However, the underlying distribution should be known for such estimation. This paper attempts to investigate whether the BLUE is sensitive to the misspec-ification of the underlying distribution. Various distributions are considered for comparisons of its performance with the classical ranked set sample mean. It is found that in general sensitivity of the relative performance of the BLUE mainly depends on the kurtosis but not the skewness of the underlying distribution. Copyright © 1998 Taylor and Francis.
Original languageEnglish
Pages (from-to)1075-1091
JournalCommunications in Statistics - Simulation and Computation
Volume27
Issue number4
DOIs
Publication statusPublished - 1998

Citation

Tarn, C. Y. C., Yu, P. L. H., & Fung, T. W. K. (1998). Sensitivity analysis of blue for the population mean based on a ranked set sample. Communications in Statistics - Simulation and Computation, 27(4), 1075-1091. doi: 10.1080/03610919808813526

Keywords

  • Best linear unbiased estimator
  • Mean squared error
  • Ranked set sample
  • Relative precision

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