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    題名: Computational Comparison of the General Weighted Moments Estimators of the Scale Parameter of a Pareto distribution with known shape parameter with Other Estimators Based on a Multiply Type II Censored Sample
    作者: Wu, Shu-Fei;Lou, Kuo-Ren;Lin, Ying-Po
    貢獻者: 淡江大學統計學系
    關鍵詞: multiply type II-censored sample;Pareto distribution;weighted moments estimator;general weighted moments estimator
    日期: 2012
    上傳時間: 2013-04-03 23:08:30 (UTC+8)
    出版者: Taylor & Francis
    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.
    關聯: Journal of Statistical Computation and Simulation 82(12), pp.1813-€“1825
    DOI: 10.1080/00949655.2011.596152
    顯示於類別:[統計學系暨研究所] 期刊論文

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