The aim of this paper is to study the estimation of parameter of Burr Type XI distribution on the basis of lower record values. First, the minimum variance unbiased estimator and maximum likelihood estimator are obtained. Then the Bayes and empirical Bayes estimators of the unknown parameter are derived under entropy loss function. Finally, the admissibility and inadmissibility of a class of in...

The paper focuses on the asymptotic comparison of maximum likelihood estimators and uniformly minimum variance unbiased (with respect to quadratic loss) for one-parameter truncation families where a sufficient statistic is either or sample. Easily verifiable conditions are formulated under which those results valid.

When the received data are fractionally sampled, the magnitude and phase of most linear time-invariant FIR communications channels can be estimated from second-order output-only statistics. We present a general cyclic correlation matching algorithm for known order FIR blind channel identification that has closed-form expressions for calculating the asymptotic variance of the channel estimates. ...

Inference on vertex-aligned graphs is of wide theoretical and practical importance. There are, however, few flexible tractable statistical models for correlated graphs, even fewer comprehensive approaches to parametric inference data arising from such graphs. In this paper, we consider the Bernoulli random graph model (allowing different coefficients edge correlations pairs vertices), introduce...

An analog minimum-variance unbiased estimator (MVUE) over an asymmetric wireless sensor network is studied. Minimisation of variance is cast into a constrained non-convex optimisation problem. An explicit algorithm that solves the problem is provided. The solution is obtained by decomposing the original problem into a finite number of convex optimisation problems with explicit solutions. These ...

in statistical inference, the point estimation problem is very crucial and has a wide range of applications. when, we deal with some concepts such as random variables, the parameters of interest and estimates may be reported/observed as imprecise. therefore, the theory of fuzzy sets plays an important role in formulating such situations. in this paper, we rst recall the crisp uniformly minimum ...

In this paper, the concomitants of case-II of generalized order statistics from Farlie-Gumbel-Morgenstern (FGM) distributions and recurrence relations between their moments are studied. Further, we provide the minimum variance linear unbiased estimator of the location and scale parameters of the concomitants of ordinary order statistics from some distributions.

In this paper, by considering an $$M|M|1|\infty$$ queueing model, Bayes estimators of traffic intensity and system performance measures are discussed under (i) squared error loss function (SELF) (ii) entropy (ELF) (iii) LINEX with Beta prior. Further, minimum posterior risk associated obtained SELF. The the model compared Uniformly Minimum Variance Unbiased Estimators (UMVUEs) through simulation.

Seamless phase II/III clinical trials offer an efficient way to select an experimental treatment and perform confirmatory analysis within a single trial. However, combining the data from both stages in the final analysis can induce bias into the estimates of treatment effects. Methods for bias adjustment developed thus far have made restrictive assumptions about the design and selection rules f...