Improved Linear Combination of Two Estimators for a Function of Interested Parameter

• AFSHIN FALLAH ^[1] ; HAMID KHOSHTARKIB ^[1]
  1. [1] Imam Khomeini International University

     Imam Khomeini International University

     Irán

     
• Localización: Revista Colombiana de Estadística, ISSN-e 2389-8976, ISSN 0120-1751, Vol. 39, Nº. 2, 2016, págs. 229-245
• Idioma: inglés
• DOI: 10.15446/rce.v39n2.51586
• Títulos paralelos:
  • Estimación eficiente de una función de un parámetro a través de una combinación lineal de dos estimadores
• Enlaces
  • Texto completo
• Resumen
  • español

    En este artículo, se considera el problema de mejorar la eficiencia de una combinación lineal de dos estimadores cuando el coeficiente de variación poblacional es conocido. Se generaliza el caso de un solo parámetro al de una función del parámetro. Se muestra que hay equivalencia, en términos de eficiencia, entre usar combinaciones lineales mejoradas y combinaciones lineales de estimadores mejorados. También se muestra como construir una combinación lineal doblemente mejorada cuando el coeficiente de variación poblacional es conocido.

  • English

    In this paper, we consider the problem of improving the efficiency of a linear combination of two estimators when the population coefficient of variation is known. We generalized the discussion from the case of a parameter to a function of are interested parameter. We show that two estimators obtained from a improved linear combination of two estimators and a linear combination of two improved estimators are equivalent in terms of efficiency. We also show how a doubly-improved linear combination of two estimators can be constructed when the population coefficient of variation is known.

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