Details: Written by Omar M. Yousef, Al Balqa’ Applied University, Zarqa, Jordan S. A. Al-Subh, Mutah University,Karak,; Category: Mathematics & Statistics; Published: 02 September 2015; Hits: 1614

Estimation of Gumbel Parameters under Ranked Set Sampling

Omar M. Yousef, Al Balqa’ Applied University, Zarqa, Jordan

S. A. Al-Subh, Mutah University,Karak, Jordan

Journal of Modern Applied Statistical Methods

November 2014, Vol. 13, No. 2, 432-443.

Omar M. Yousef is a lecturer in the Basic Sciences Department. This email address is being protected from spambots. You need JavaScript enabled to view it.

Sameer A. Al-Subh is an assistant professor in the Department of Mathematics and Statistics. This email address is being protected from spambots. You need JavaScript enabled to view it.

Abstract

Consider the MLEs (maximum likelihood estimators) of the parameters of the Gumbel distribution using SRS (simple random sample) and RSS (ranked set sample) and the MOMEs (method of moment estimators) and REGs (regression estimators) based on SRS. A comparison between these estimators using bias and MSE (mean square error) was performed using simulation. It appears that the MLE based on RSS can be a robust competitor to the MLE based on SRS.