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A new ranked set sample estimator of variance
Author(s) -
MacEachern Steven N.,
Öztürk Ömer,
Wolfe Douglas A.,
Stark Gregory V.
Publication year - 2002
Publication title -
journal of the royal statistical society: series b (statistical methodology)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 6.523
H-Index - 137
eISSN - 1467-9868
pISSN - 1369-7412
DOI - 10.1111/1467-9868.00331
Subject(s) - minimum variance unbiased estimator , bias of an estimator , estimator , statistics , variance (accounting) , population variance , mathematics , consistent estimator , sample (material) , efficient estimator , set (abstract data type) , efficiency , stein's unbiased risk estimate , computer science , chemistry , accounting , chromatography , business , programming language
Summary. We develop an unbiased estimator of the variance of a population based on a ranked set sample. We show that this new estimator is better than estimating the variance based on a simple random sample and more efficient than the estimator based on a ranked set sample proposed by Stokes. Also, a test to determine the effectiveness of the judgment ordering process is proposed.