On enhanced estimation of population variance using unconventional measures of an auxiliary variable

Muhammad Awais Gulzar, Muhammad Abid*, Hafiz Zafar Nazir, Faisal Maqbool Zahid, Muhammad Riaz

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

Most of the research work on ratio, product, and regression estimators are usually based on conventional measures such as mean, quartiles, semi-interquartile range, semi-interquartile average, coefficient of skewness, coefficient of kurtosis, etc. The efficiency of these conventional measures is doubtful in the presence of extreme values in the data. In this paper, we propose an enhanced family of estimators for estimating the population variance using unconventional location measures such as tri-mean, Hodges-Lehmann, and decile mean of an auxiliary variable. The performance of the proposed family of estimators is compared with the existing estimators using a simulation study and two real populations. Also, the robustness of the proposed estimators was examined using an environment protection data with extreme values. The results showed that the proposed family performs better than its competitors not only in simple conditions but is also robust in the presence of extreme values.

Original languageEnglish
Pages (from-to)2180-2197
Number of pages18
JournalJournal of Statistical Computation and Simulation
Volume90
Issue number12
DOIs
StatePublished - 12 Aug 2020

Bibliographical note

Publisher Copyright:
© 2020, © 2020 Informa UK Limited, trading as Taylor & Francis Group.

Keywords

  • Auxiliary variable
  • Monte Carlo simulation
  • mean squared error
  • percentage relative efficiency
  • robust estimator

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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