A Monte Carlo comparison of some variance estimators of the Horvitz–Thompson estimator

Patel, Paresh N.; Patel, Jigna

doi:10.1080/00949650902718325

Cited by 5 publications

(3 citation statements)

References 24 publications

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“…Monte Carlo simulation methods have been extensively used in numerous simulation studies [ 8 – 18 ]. Some of the relatively recent papers are by Efstathiou [ 12 ], Gottardo et al [ 13 ], Khedhiri and Montasser [ 14 ], P. A. Patel and J. S. Patel [ 15 ], Noughabi and Arghami [ 16 ], Krishnamoorthy and Lian [ 17 ], and Verma [ 18 ]. For example, Noughabi and Arghami [ 16 ] compared seven normality tests (Kolmogorov-Smirnov, Anderson-Darling, Kuiper, Jarque-Bera, Cramer von Mises, Shapiro-Wilk, and Vasicek) for sample sizes of 10, 20, 30, and 50 and under different circumstances recommended the use of Jarque-Bera, Anderson-Darling, Shapiro-Wilk, and Vasicek tests.…”

Section: Introductionmentioning

confidence: 99%

Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

Verma

Díaz-González

Rosales-Rivera

et al. 2014

The Scientific World Journal

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Using highly precise and accurate Monte Carlo simulations of 20,000,000 replications and 102 independent simulation experiments with extremely low simulation errors and total uncertainties, we evaluated the performance of four single outlier discordancy tests (Grubbs test N2, Dixon test N8, skewness test N14, and kurtosis test N15) for normal samples of sizes 5 to 20. Statistical contaminations of a single observation resulting from parameters called δ from ±0.1 up to ±20 for modeling the slippage of central tendency or ε from ±1.1 up to ±200 for slippage of dispersion, as well as no contamination (δ = 0 and ε = ±1), were simulated. Because of the use of precise and accurate random and normally distributed simulated data, very large replications, and a large number of independent experiments, this paper presents a novel approach for precise and accurate estimations of power functions of four popular discordancy tests and, therefore, should not be considered as a simple simulation exercise unrelated to probability and statistics. From both criteria of the Power of Test proposed by Hayes and Kinsella and the Test Performance Criterion of Barnett and Lewis, Dixon test N8 performs less well than the other three tests. The overall performance of these four tests could be summarized as N2≅N15 > N14 > N8.

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Section: Introductionmentioning

confidence: 99%

Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

Verma

Díaz-González

Rosales-Rivera

et al. 2014

The Scientific World Journal

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“…Das and Tripathi [11] were first to suggest "an estimator for the coefficient of variation when samples were chosen using simple random sampling without replacement (SRSWOR)". Other researchers, such as Patel and Rina [12], have also explored into this area. Breunig [13] suggested "an almost unbiased estimator of the coefficient of variation".…”

Section: Introductionmentioning

confidence: 99%

Almost Unbiased Estimators for Population Coefficient of Variation Using Auxiliary Information

Singh,

Mishra,

Kumari

et al. 2024

AJPAS

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The objective of the paper is to propose an almost unbiased ratio estimator for the finite coefficient of variation (CV). In this paper, we have proposed an exponential ratio type and log ratio type estimators for estimating population coefficient of variation. Two real data sets and one simulation study is carried out in support of the theoretical results. Mean squared error and Percent relative efficiency criteria is used to assess the performance of the estimators. It has been shown that the proposed class of estimators are almost unbiased up to the first order of approximation. Also proposed estimators are better in efficiency to other estimators consider in this study.

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“…[15] were the first to propose an estimator for the coefficient of variation when samples were selected using SRSWOR. Other works include those of ( [16][17][18][19][20][21]).…”

Section: Introductionmentioning

confidence: 99%

The Efficiency of a Ratio Product Estimator in the Estimation of the Finite Population Coefficient of Variation

Zakari,

Yunusa,

Abdulrahman

et al. 2023

The 4th International Electronic Conference on Applied Sciences

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A Monte Carlo comparison of some variance estimators of the Horvitz–Thompson estimator

Cited by 5 publications

References 24 publications

Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations

Almost Unbiased Estimators for Population Coefficient of Variation Using Auxiliary Information

The Efficiency of a Ratio Product Estimator in the Estimation of the Finite Population Coefficient of Variation

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