A simple estimator for correlation in incomplete data
نویسنده
چکیده
It seems fair that the usual sample correlation coefficient should allow improvement when additional samples from the marginals are available. However, some intuitive attempts fail badly. Using control variates, a simple method is presented which asymptotically achieves the optimal improvement.
منابع مشابه
Identifying the time of a step change in AR(1) auto-correlated simple linear profiles
Assuming a first-order auto-regressive model for the auto-correlation structure between observations, in this paper, a transformation method is first employed to eliminate the effect of auto-correlation. Then, a maximum likelihood estimator (MLE) of a step change in the parameters of the transformed model is derived and three separate EWMA control charts are used to monitor the parameters of th...
متن کاملA New Exponential Type Estimator for the Population Mean in Simple Random Sampling
In this paper, a new estimate of exponential type of auxiliary information to help simple random sampling without replacement of the finite population mean is introduced. This new estimator with a few other estimates using two real data sets are compared with the mean square error.
متن کاملIsotonic Change Point Estimation in the AR(1) Autocorrelated Simple Linear Profiles
Sometimes the relationship between dependent and explanatory variable(s) known as profile is monitored. Simple linear profiles among the other types of profiles have been more considered due to their applications especially in calibration. There are some studies on the monitoring them when the observations within each profile are autocorrelated. On the other hand, estimating the change point le...
متن کاملEstimation of E(Y) from a Population with Known Quantiles
‎In this paper‎, ‎we consider the problem of estimating E(Y) based on a simple random sample when at least one of the population quantiles is known‎. ‎We propose a stratified estimator of E(Y)‎, ‎and show that it is strongly consistent‎. ‎We then establish the asymptotic normality of the suggested estimator‎, ‎and prove that it ...
متن کاملAnalysis of Record Data from the Scaled Logistic Distribution
In this paper, we consider the estimation of the unknown parameter of the scaled logistic distribution on the basis of record values. The maximum likelihood method does not provide an explicit estimator for the scale parameter. In this article, we present a simple method of deriving an explicit estimator by approximating the likelihood function. Bayes estimator is obtained using importance samp...
متن کامل