Bayesian Estimation Based on Ranked Set Sampling Using Asymmetric Loss Function

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• 作者：A. Sadek ; K. S. Sultan ; N. Balakrishnan
• 关键词：Ranked set sampling ; Conjugate prior ; Jeffreys prior ; Bayes estimator ; Linex loss function ; 62F15 ; 62F40
• 刊名：Bulletin of the Malaysian Mathematical Sciences Society
• 出版年：2015
• 出版时间：April 2015
• 年：2015
• 卷：38
• 期：2
• 页码：707-718
• 全文大小：190 KB
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• 作者单位：A. Sadek (1)
  K. S. Sultan (1)
  N. Balakrishnan (2)
  
  1. Department of Statistics and Operations Research, College of Science, King Saud University, P.O. Box 2455, Riyadh, 11451, Saudi Arabia
  2. Department of Mathematics and Statistics, McMaster University, Hamilton, ON, L8S 4K1, Canada
  
• 刊物类别：Mathematics, general; Applications of Mathematics;
• 刊物主题：Mathematics, general; Applications of Mathematics;
• 出版者：Springer Singapore
• ISSN：2180-4206

文摘

In this paper, we use the Linex loss function to derive the Bayesian estimate of the parameter of the exponential distribution based on ranked set sampling. Under this setup, we use both conjugate and Jeffreys prior distributions. To assess the efficiency of the obtained estimates, we compute the bias and mean squared error of the derived estimates and compare them with those based on the corresponding simple random sample through Monte Carlo simulations. Keywords Ranked set sampling Conjugate prior Jeffreys prior Bayes estimator Linex loss function