This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
|
339
|
Type:
|
Topic Contributed
|
Date/Time:
|
Tuesday, August 3, 2010 : 10:30 AM to 12:20 PM
|
Sponsor:
|
Section on Nonparametric Statistics
|
Abstract - #307721 |
Title:
|
Estimating Variances of Strata in Ranked Set Sampling
|
Author(s):
|
Min Chen and Johan Lim*+
|
Companies:
|
Yale University and Seoul National University
|
Address:
|
Department of Statistics,, Seoul, 151-747, South Korea
|
Keywords:
|
cumulative distribution function ;
udgment post-stratification ;
order statistics ;
plug-in estimator ;
population mean estimator ;
variance estimation
|
Abstract:
|
In the ranked set sampling, the variance of observations in each ranked set plays an important role in finding an optimal design for unbalanced RSS and in inferring the population mean. The empirical estimator is most commonly used for estimating the variance in the literature. However, the empirical estimator does not use the information in the entire data over different ranks. Further, it is highly variable when the sample size is not large enough, as is typical in RSS applications. In this paper, we propose a plug-in estimator for the variance of each stratum, which is more efficient than the empirical one. We analytically prove the asymptotic normality of the proposed estimator. We further apply it to estimate the standard error of the RSS mean estimator. Both our simulation and empirical study show that our estimators consistently outperform existing methods.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2010 program
|
2010 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.