Search

  • Select Article Type
  • Abstract Supplements
  • Blood Group Review
  • Call to Arms
  • Hypothesis
  • In Memoriam
  • Interview
  • Introduction
  • Short Report
  • abstract
  • Abstracts
  • Article
  • book-review
  • case-report
  • case-study
  • Clinical Practice
  • Commentary
  • Conference Presentation
  • conference-report
  • congress-report
  • Correction
  • critical-appraisal
  • Editorial
  • Editorial Comment
  • Erratum
  • Events
  • Letter
  • Letter to Editor
  • mini-review
  • minireview
  • News
  • non-scientific
  • Obituary
  • original-paper
  • Original Research
  • Pictorial Review
  • Position Paper
  • Practice Report
  • Preface
  • Preliminary report
  • Product Review
  • rapid-communication
  • Report
  • research-article
  • Research Communicate
  • research-paper
  • Research Report
  • Review
  • review -article
  • review-article
  • review-paper
  • Review Paper
  • Sampling Methods
  • Scientific Commentary
  • short-communication
  • short-report
  • Student Essay
  • Varia
  • Welome
  • Select Journal
  • In Jour Smart Sensing And Intelligent Systems
  • Statistics In Transition

 

Article | 06-July-2017

A NEW MEDIAN BASED RATIO ESTIMATOR FOR ESTIMATION OF THE FINITE POPULATION MEAN

The present paper deals with a new median based ratio estimator for the estimation of finite population means in the absence of an auxiliary variable. The bias and mean squared error of the proposed median based ratio estimator are obtained. The performance of the median based ratio estimator is compared with that of the SRSWOR sample mean, ratio estimator and linear regression estimator for certain natural population. It is shown from the numerical comparisons that the proposed median based

J. Subramani

Statistics in Transition New Series, Volume 17 , ISSUE 4, 591–604

Article | 17-July-2017

On the Performance of Some Biased Estimators in a Misspecified Model with Correlated Regressors

Abstract In this paper, the effect of misspecification due to omission of relevant variables on the dominance of the r − (k, d) class estimator proposed by Özkale (2012), over the ordinary least squares (OLS) estimator and some other competing estimators when some of the regressors in the linear regression model are correlated, have been studied with respect to the mean squared error criterion. A simulation study and numerical example have been demostrated to compare the performance of the

Shalini Chandra, Gargi Tyagi

Statistics in Transition New Series, Volume 18 , ISSUE 1, 27–52

Article | 06-July-2017

A NEW FAMILY OF ESTIMATORS OF THE POPULATION VARIANCE USING INFORMATION ON POPULATION VARIANCE OF AUXILIARY VARIABLE IN SAMPLE SURVEYS

This paper proposes a family of estimators of population variance 2 y S of the study variable y in the presence of known population variance 2 x S of the auxiliary variable x. It is identified that in addition to many, the recently proposed classes of estimators due to Sharma and Singh (2014) and Singh and Pal (2016) are members of the proposed family of estimators. Asymptotic expressions of bias and mean squared error (MSE) of the suggested family of

Housila P. Singh, Surya K. Pal

Statistics in Transition New Series, Volume 17 , ISSUE 4, 605–630

Research paper | 31-October-2017

AN APPROXIMATION TO THE OPTIMAL SUBSAMPLE ALLOCATION FOR SMALL AREAS

This paper develops allocation methods for stratified sample surveys in which small area estimation is a priority. We assume stratified sampling with small areas as the strata. Similar to Longford (2006), we seek efficient allocation that minimizes a linear combination of the mean squared errors of composite small area estimators and of an estimator of the overall mean. Unlike Longford, we define mean-squared error in a model-assisted framework, allowing a more natural interpretation of results

W. B. Molefe, D. K. Shangodoyin, R. G. Clark

Statistics in Transition New Series, Volume 16 , ISSUE 2, 163–182

Article | 06-July-2017

SMALL AREA PREDICTION UNDER ALTERNATIVE MODEL SPECIFICATIONS

Construction of small area predictors and estimation of the prediction mean squared error, given different types of auxiliary information are illustrated for a unit level model. Of interest are situations where the mean and variance of an auxiliary variable are subject to estimation error. Fixed and random specifications for the auxiliary variables are considered. The efficiency gains associated with the random specification for the auxiliary variable measured with error are demonstrated. A

Andreea L. Erciulescu, Wayne A. Fuller

Statistics in Transition New Series, Volume 17 , ISSUE 1, 9–24

Research paper | 31-October-2017

IMPROVED SEPARATE RATIO AND PRODUCT EXPONENTIAL TYPE ESTIMATORS IN THE CASE OF POST-STRATIFICATION

Hilal A. Lone, Rajesh Tailor

Statistics in Transition New Series, Volume 16 , ISSUE 1, 53–64

Article | 13-December-2019

ESTIMATING POPULATION COEFFICIENT OF VARIATION USING A SINGLE AUXILIARY VARIABLE IN SIMPLE RANDOM SAMPLING

This paper proposes an improved estimation method for the population coefficient of variation, which uses information on a single auxiliary variable. The authors derived the expressions for the mean squared error of the proposed estimators up to the first order of approximation. It was demonstrated that the estimators proposed by the authors are more efficient than the existing ones. The results of the study were validated by both empirical and simulation studies.

Rajesh Singh, Madhulika Mishra

Statistics in Transition New Series, Volume 20 , ISSUE 4, 89–111

Sampling Methods | 26-May-2018

IMPROVED ROTATION PATTERNS USING TWO AUXILIARY VARIABLES IN SUCCESSIVE SAMPLING

Jaishree Prabha Karna, Dilip Chandra Nath

Statistics in Transition New Series, Volume 19 , ISSUE 1, 25–44

Sampling Methods | 20-November-2017

POPULATION VARIANCE ESTIMATION USING FACTOR TYPE IMPUTATION METHOD

RANJITA PANDEY, KALPANA YADAV

Statistics in Transition New Series, Volume 18 , ISSUE 3, 375–392

Article | 22-July-2019

EFFICIENT TWO-PARAMETER ESTIMATOR IN LINEAR REGRESSION MODEL

Ashok V. Dorugade

Statistics in Transition New Series, Volume 20 , ISSUE 2, 173–185

Article | 28-May-2019

IMPUTATION OF MISSING VALUES BY USING RAW MOMENTS

. Equations for bias and mean squared error are obtained by large sample approximation. Through the numerical and simulation studies it can be easily understood that the proposed method of imputation can outperform their counterparts.

Muhammed Umair Sohail, Javid Shabbir, Farinha Sohil

Statistics in Transition New Series, Volume 20 , ISSUE 1, 21–40

Research Communicate | 18-March-2020

Generalized exponential estimators for the finite population mean

This study proposes a new class of exponential-type estimators in simple random sampling for the estimation of the population mean of the study variable using information of the population proportion possessing certain attributes. Theoretically, mean squared error (MSE) equations of the suggested ratio exponential estimators are obtained and compared with the Naik and Gupta (1996) ratio and product estimators, the ratio and product exponential estimator presented in Singh et al. (2007) and the

Tolga Zaman

Statistics in Transition New Series, Volume 21 , ISSUE 1, 159–168

Article | 06-July-2017

SMALL AREA ESTIMATION IN THE GERMAN CENSUS 2011

Ralf Münnich, Jan Pablo Burgard, Siegfried Gabler, Matthias Ganninger, Jan-Philipp Kolb

Statistics in Transition New Series, Volume 17 , ISSUE 1, 25–40

Sampling Methods | 20-November-2017

ON ASYMMETRY OF PREDICTION ERRORS IN SMALL AREA ESTIMATION

The mean squared error reflects only the average prediction accuracy while the distribution of squared prediction error is positively skewed. Hence, assessing or comparing accuracy based on the MSE (which is the mean of squared errors) is insufficient and even inadequate because we should be interested not only in the average but in the whole distribution of prediction errors. This is the reason why we propose to use different than MSE measures of prediction accuracy in small area estimation

Tomasz Żądło

Statistics in Transition New Series, Volume 18 , ISSUE 3, 413–432

Research Article | 15-February-2020

A New Method for Interference Reduction in the Smoothed Pseudo Wigner-Ville Distribution

transform, the Zhao-Atlas-Marks distribution, and the Choi-Williams distribution. Five time-frequency Gaussian atoms and a bat echolocation chirp are used as the testing signals. The Rényi entropy, the ratio of norms, the Stanković measure, and the mean squared error are used as quantitative measures to demonstrate the promising results of the proposed method.

Stanislav Pikula, Petr Beneš

International Journal on Smart Sensing and Intelligent Systems, Volume 7 , ISSUE 5, 1–5

Article | 03-July-2017

ESTIMATION OF THE CENTRAL MOMENTS OF A RANDOM VECTOR BASED ON THE DEFINITION OF THE POWER OF A VECTOR

the analysis of multivariate empirical data, it appears desirable to construct their respective estimators. This paper presents the consistent estimators of the central moments of a random vector, for which essential characteristics have been found, such as a mean vector and a mean squared error. In these formulas, the relevant orders of approximation have been taken into account.

Katarzyna Budny

Statistics in Transition New Series, Volume 18 , ISSUE 1, 1–20

Article | 24-August-2017

EFFICIENT FAMILY OF RATIO-TYPE ESTIMATORS FOR MEAN ESTIMATION IN SUCCESSIVE SAMPLING ON TWO OCCASIONS USING AUXILIARY INFORMATION

In this paper, we proposed an efficient family of ratio-type estimators using one auxiliary variable for the estimation of the current population mean under successive sampling scheme. This family of estimators have been studied by Ray and Sahai (1980) under simple random sampling using one auxiliary variable for estimation of the population mean. Using these estimators in successive sampling, the expression for bias and mean squared error of the proposed estimators are obtained up to the first

Nazeema T. Beevi, C. Chandran

Statistics in Transition New Series, Volume 18 , ISSUE 2, 227–245

Research paper | 31-October-2017

POLICY-ORIENTED INFERENCE AND THE ANALYST-CLIENT COOPERATION. AN EXAMPLE FROM SMALL-AREA STATISTICS

analysis because different estimators (decisions) are appropriate for different perspectives. An example of planning an intervention in a developing country’s districts with high rate of illiteracy is described. The example exposes the deficiencies of the general concept of efficiency and shows that the criterion for the quality of an estimator has to be formulated specifically for the problem at hand. In the problem, the established small-area estimators perform poorly because the minimum mean squared

Nicholas T. Longford

Statistics in Transition New Series, Volume 16 , ISSUE 1, 65–82

Research Article | 18-March-2020

Estimation of finite population mean using two auxiliary variables under stratified random sampling

Rohini Yadav, Rajesh Tailor

Statistics in Transition New Series, Volume 21 , ISSUE 1, 1–12

Article | 22-January-2018

NEW APPROACHES USING EXPONENTIAL TYPE ESTIMATOR WITH COST MODELLING FOR POPULATION MEAN ON SUCCESSIVE WAVES

Kumari Priyanka, Richa Mittal

Statistics in Transition New Series, Volume 18 , ISSUE 4, 569–587

Article | 27-May-2019

MODELLING SENSITIVE ISSUES ON SUCCESSIVE WAVES

Kumari Priyanka, Pidugu Trisandhya

Statistics in Transition New Series, Volume 20 , ISSUE 1, 41–65

Article | 11-July-2017

Improved Estimation of the Scale Parameter for Log-Logistic Distribution Using Balanced Ranked Set Sampling

Housila P. Singh, Vishal Mehta

Statistics in Transition New Series, Volume 18 , ISSUE 1, 53–74

Research Article | 03-March-2021

Modelling and forecasting monthly Brent crude oil prices: a long memory and volatility approach

), AICc (corrected AIC), and the RMSE (Root Mean Squared Error). In result, the following conclusions were reached: the ARFIMA(2,0.3589648,2)-sGARCH(1,1) model and the ARFIMA(2,0.3589648,2)-fGARCH(1,1) model under normal distribution proved to be the best models, demonstrating the smallest values for these criteria. The calculations conducted herein show that the two models are of the same accuracy level in terms of the RMSE value, which equals 0.08808882, and it is this result that distinguishes our

Remal Shaher AlـGounmeein, Mohd Tahir Ismail

Statistics in Transition New Series, Volume 22 , ISSUE 1, 29–54

Article | 15-September-2020

An evaluation of design-based properties of different composite estimators

synthetic populations that resemble the Current Population Survey (CPS) data. To draw samples from these synthetic populations, we consider a simplified sample design that mimics the CPS sample design with the same rotation pattern. Since the number of possible samples that can be drawn from each synthetic population is not large, we compute the exact Σ and the exact mean squared error of all estimators considered to facilitate comparison. To generate the first set of rival estimators, we consider

Daniel Bonnéry, Yang Cheng, Partha Lahiri

Statistics in Transition New Series, Volume 21 , ISSUE 4, 166–190

No Record Found..
Page Actions