In this paper we derive some unbiased estimators of the population mean under simple inverse sampling with replacement, using the class of Hansen-Hurwitz and Horvitz-Thompson type estimators and the post-stratification approach. We also compare the efficiency of resulting estimators together with Murthy's estimator. We show that in despite of general belief, the strategy consisting of inverse s...

Small area estimation has received a lot of attention in recent years due to growing demand for reliable small area statistics. Traditional area-specific estimators may not provide adequate precision because sample sizes in small areas are seldom large enough. This makes it necessary to employ indirect estimators based on linking models. Basic area level and unit level models have been extensiv...

this article examines statistical inference for  where and are independent but not identically distributed pareto of the first kind (pareto (i)) random variables with same scale parameter but different shape parameters. the maximum likelihood, uniformly minimum variance unbiased and bayes estimators with gamma prior are used for this purpose. simulation studies which compare the estimators are ...

Classical methods of calibration usually imply the minimisation an objective function with respect to some control parameters. This measures error between observations and results obtained by a numerical model. In presence uncontrollable additional parameters that we model as random inputs, becomes variable, notions robustness have be introduced for such optimisation problem. this paper, are go...

The successful use of automatic parameter estimators for calibrating groundwater flow models is strongly conditioned by computational aspects. Since the total number of computations involved in the calibration is influenced by several facts, we consider that minimizing the computer and modeler time involved in the task requires identify the critical aspects associated to the calibrations proces...

Consider a problem of predicting a response variable using a set of covariates in a linear regression model. If it is a priori known or suspected that a subset of the covariates do not significantly contribute to the overall fit of the model, a restricted model that excludes these covariates, may be sufficient. If, on the other hand, the subset provides useful information, shrinkage meth...

‎In this paper‎, ‎we study spectral element approximation for a constrained‎ ‎optimal control problem in one dimension‎. ‎The equivalent a posteriori error estimators are derived for‎ ‎the control‎, ‎the state and the adjoint state approximation‎. ‎Such estimators can be used to‎ ‎construct adaptive spectral elements for the control problems.

The empirical Bayes estimators of treatment effects in a factorial experiment were derived and their asymptotic properties were explored. It was shown that they were asymptotically optimal and the estimator of the scale parameter had a limiting gamma distribution while the estimators of the factor effects had a limiting multivariate normal distribution. A Bootstrap analysis was performed to ill...

the purpose of velocity analysis is to extract the normal moveout velocity as a function of the zero-offset travel time at selected cdp locations along the seismic line. since results of velocity analysis depend on coherency estimator, an estimator that provides a high velocity resolution is essential. even though the conventional semblance method which is the most popular coherency estimator (...