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ESTIMATING THE CORRELATION COEFFICIENT IN A BIVARIATE NORMAL DISTRIBUTION USING MOVING EXTREME RANKED SET SAMPLING WITH A CONCOMITANT VARIABLE  

AL-SALEH MOHAMMAD FRAIWAN (Department of Statistics, Yarmouk University)
AL-ANANBEH AHMAD MOHAMMAD (Department of Statistics, Yarmouk University)
Publication Information
Journal of the Korean Statistical Society / v.34, no.2, 2005 , pp. 125-140 More about this Journal
Abstract
In this paper, we consider the estimation of the correlation coefficient in the bivariate normal distribution, based on a sample obtained using a modification of the moving extreme ranked set sampling technique (MERSS) that was introduced by Al-Saleh and Al-Hadhrami (2003a). The modification involves using a concomitant random variable. Nonparametric-type methods as well as the maximum likelihood estimation are considered under different settings. The obtained estimators are compared to their counterparts that are obtained based simple random sampling (SRS). It appears that the suggested estimators are more efficient
Keywords
Bivariate Normal Distribution; Correlation Coefficient; Simple Random Sampling; Ranked Set Sampling; Moving Extreme Ranked Set Sampling; Concomitant Variable;
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