• 제목/요약/키워드: UMVUE

검색결과 19건 처리시간 0.02초

Notes on Parametric Estimations in a Power Function Distribution

  • Woo, Jungsoo;Yoon, Gi-Ern
    • Communications for Statistical Applications and Methods
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    • 제6권3호
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    • pp.919-928
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    • 1999
  • We shall propose the MME MLE and UMVUE for the mean parameter and the right-tail probability in a power function distribution and obtain the mean squared errors for the proposed estimators. And we shall compare numerically efficiencies of the MME MLE and UMVUE of the mean parameter and the right-tail probability in a power function distribution.

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On Jacknife Reliability Estimation in the Weibull Case

  • 이인석;금윤희
    • Journal of the Korean Data and Information Science Society
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    • 제13권2호
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    • pp.39-44
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    • 2002
  • We compare MISE of the MLE, UMVUE, invariantly optimal estimator and Jacknife estimator for the reliability function of the Weibull distribution when the sample size is small.

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Interior and Exterior Trimmed Means in an Exponential Model

  • Jungsoo Woo;Changsoo Lee;Joongdae Kim
    • Communications for Statistical Applications and Methods
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    • 제2권1호
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    • pp.176-184
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    • 1995
  • In an exponential distribution, the properties of the interior and exterior trimmed means will be introduced, and reliability estimators using the two trimmed means will be compared with the UMVUE of reliability function through simulations.

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A Bayes Reliability Estimation from Life Test in a Stress-Strength Model

  • Park, Sung-Sub;Kim, Jae-Joo
    • Journal of the Korean Statistical Society
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    • 제12권1호
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    • pp.1-9
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    • 1983
  • A stress-strength model is formulated for s out of k system of identical components. We consider the estimation of system reliability from survival count data from a Bayesian viewpoint. We assume a quadratic loss and a Dirichlet prior distribution. It is shown that a Bayes sequential procedure can be established. The Bayes estimator is compared with the UMVUE obtained by Bhattacharyya and with an estimator based on Mann-Whitney statistic.

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Estimation of the Lorenz Curve of the Pareto Distribution

  • Kang, Suk-Bok;Cho, Young-Suk
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.285-292
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    • 1999
  • In this paper we propose the several estimators of the Lorenz curve in the Pareto distribution and obtain the bias and the mean squared error for each estimator. We compare the proposed estimators with the uniformly minimum variance unbiased estimator (UMVUE) and the maximum likelihood estimator (MLE) in terms of the mean squared error (MSE) through Monte Carlo methods and discuss the results.

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Reliability Estimation for a Shared-Load System Based on Freund Model

  • Hong, Yeon-Woong;Lee, Jae-Man;Cha, Young-Joon
    • Journal of the Korean Data and Information Science Society
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    • 제6권2호
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    • pp.1-7
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    • 1995
  • This paper considers the reliability estimation of a two-component shared-load system based on Freund model. Maximum likelihood estimator, order restricted maximum likelihood estimator and uniformly minimum variance unbiased estimator of the reliability function for the system are obtained. Performance of three estimators for moderate sample sizes is studied by simulation.

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How to Improve Classical Estimators via Linear Bayes Method?

  • Wang, Lichun
    • Communications for Statistical Applications and Methods
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    • 제22권6호
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    • pp.531-542
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    • 2015
  • In this survey, we use the normal linear model to demonstrate the use of the linear Bayes method. The superiorities of linear Bayes estimator (LBE) over the classical UMVUE and MLE are established in terms of the mean squared error matrix (MSEM) criterion. Compared with the usual Bayes estimator (obtained by the MCMC method) the proposed LBE is simple and easy to use with numerical results presented to illustrate its performance. We also examine the applications of linear Bayes method to some other distributions including two-parameter exponential family, uniform distribution and inverse Gaussian distribution, and finally make some remarks.

Hierarchical and Empirical Bayes Estimators of Gamma Parameter under Entropy Loss

  • Chung, Youn-Shik
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.221-235
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    • 1999
  • Let be $X_1$,...,$X_p$, $p\geq2$ independent random variables where each $X_i$ has a gamma distribution with $\textit{k}_i$ and $\theta_i$ The problem is to simultaneously estimate $\textit{p}$ gamma parameters $\theta_i$ and $\theta_i{^-1}$ under entropy loss where the parameters are believed priori. Hierarch ical Bayes(HB) and empirical Bayes(EB) estimators are investigated. And a preference of HB estimator over EB estimator is shown using Gibbs sampler(Gelfand and Smith 1990). Finally computer simulation is studied to compute the risk percentage improvements of the HB estimator and the estimator of Dey Ghosh and Srinivasan(1987) compared to UMVUE estimator of $\theta^{-1}$.

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