Robust ratio estimators of population mean for skewed and contaminated population
The efficiency of the traditional ratio estimator decreases with the presence of outliers, inliers or when the underlying distribution is not normal. To improve the efficiency, we propose new robust ratio estimators utilizing the Lloyd's robust estimator and modified maximum likelihood estimato...
Saved in:
Published in: | Journal of statistical computation and simulation Vol. 93; no. 5; pp. 800 - 817 |
---|---|
Main Authors: | , , , |
Format: | Journal Article |
Language: | English |
Published: |
Abingdon
Taylor & Francis
24-03-2023
Taylor & Francis Ltd |
Subjects: | |
Online Access: | Get full text |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Summary: | The efficiency of the traditional ratio estimator decreases with the presence of outliers, inliers or when the underlying distribution is not normal. To improve the efficiency, we propose new robust ratio estimators utilizing the Lloyd's robust estimator and modified maximum likelihood estimator (MMLE), and provide their theoretical properties. We calculate the mean square error and relative efficiency of the proposed estimators and compare its performance with some other existing traditional estimators via a simulation study under various contamination or misspecification models. Further, we evaluate the exact value of the mean square error and to compare the performance of the proposed estimators using the numerical illustrations. |
---|---|
ISSN: | 0094-9655 1563-5163 |
DOI: | 10.1080/00949655.2022.2120994 |