期刊名称:Journal of Modern Applied Statistical Methods
出版年度:2014
卷号:13
期号:2
页码:24
出版社:Wayne State University
摘要: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.
关键词:Ranked set sampling; simple random sampling; parameters; Gumbel distribution; maximum likelihood estimator; bias; mean square error; regression estimator; method of moment estimator