Estimation of E(Y) from a Population with Known Quantiles

نویسندگان

  • E. Zamanzade Department of Statistics, University of Isfahan, Isfahan 81746-73441, Iran.
چکیده مقاله:

‎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 is asymptotically more efficient than the standard mean estimator in simple random sampling‎. ‎For finite sample sizes‎, ‎Monte Carlo simulation is used to show that the proposed method considerably improves  the standard procedure‎. ‎Finally‎, ‎a real data example is used to illustrate the application of the proposed method‎.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Simulation Estimation of Quantiles from a Distribution with Known Mean

It is common in practice to estimate the quantiles of a complicated distribution by using the order statistics of a simulated sample. If the distribution of interest has known population mean, then it is often possible to improve the mean square error of the standard quantile estimator substantially through the simple device of meancorrection: subtract off the sample mean and add on the known p...

متن کامل

Sequential Estimation of Quantiles

Quantiles are convenient measures of the entire range of values of simulation outputs. However, unlike the mean and standard deviation, the observations have to be stored since calculation of quantiles requires several passes through the data. Thus, quantile estimation(QE) requires a large amount of computer storage and computation time. Several approaches for estimating quantiles in RS(regener...

متن کامل

Distribution of Quantiles in Samples from a Bivariate Population

Let F (x,y) be t he joint d istri but ion function of (X, y), possessing a probability density funct ion f(x,y). Let F I(X) and l>'2(Y) be the marginal distribut ion fun ctions of X and Y respectively. Let a be a quantile of FI (x) and f3 be a quantile of F2(y). A random sampl e (X k, Y k), k= 1, 2, ... , n, is drawn a nd t he values on each variate are ordered so that X:< X; a nd Y;< Y; if i <...

متن کامل

Matching a Distribution by Matching Quantiles Estimation

Motivated by the problem of selecting representative portfolios for backtesting counterparty credit risks, we propose a matching quantiles estimation (MQE) method for matching a target distribution by that of a linear combination of a set of random variables. An iterative procedure based on the ordinary least-squares estimation (OLS) is proposed to compute MQE. MQE can be easily modified by add...

متن کامل

Estimation of extreme quantiles from heavy and light tailed distributions

In [18], a new family of distributions is introduced, depending on two parameters τ and θ, which encompasses Pareto-type distributions as well as Weibull tail-distributions. Estimators for θ and extreme quantiles are also proposed, but they both depend on the unknown parameter τ , making them useless in practical situations. In this paper, we propose an estimator of τ which is independent of θ....

متن کامل

Kernel Estimation of Distribution Functions and Quantiles with Missing Data

A distribution-free imputation procedure based on nonparametric kernel regression is proposed to estimate the distribution function and quantiles of a random variable that is incompletely observed. Assuming the baseline missing-at-random model for nonrespondence, we discuss consistent estimation via estimating the conditional distribution by the kernel method. A strong uniform convergence rate ...

متن کامل

منابع من

با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ذخیره در منابع من قبلا به منابع من ذحیره شده

{@ msg_add @}


عنوان ژورنال

دوره 14  شماره None

صفحات  53- 70

تاریخ انتشار 2015-12

با دنبال کردن یک ژورنال هنگامی که شماره جدید این ژورنال منتشر می شود به شما از طریق ایمیل اطلاع داده می شود.

کلمات کلیدی

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023