2019
DOI: 10.1080/09720510.2019.1630939
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Improved predictive estimators for finite population mean using Searls technique

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Cited by 5 publications
(5 citation statements)
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“…It was noted that the Hansel and Hurwitz estimator is unbiased. However, the estimator suffers from a high mean squared error [10]. Therefore, the present study found a need to incorporate median of the auxiliary information in the development of a more efficient estimator in terms of the Mean squared error.…”
Section: Discussionmentioning
confidence: 93%
“…It was noted that the Hansel and Hurwitz estimator is unbiased. However, the estimator suffers from a high mean squared error [10]. Therefore, the present study found a need to incorporate median of the auxiliary information in the development of a more efficient estimator in terms of the Mean squared error.…”
Section: Discussionmentioning
confidence: 93%
“…Later on, Reference 2 demonstrated that when product estimator T4,srs$$ {T}_4,\mathrm{srs} $$ is utilized as a predictor, the predictive estimator t4,srs$$ {t}_4,\mathrm{srs} $$ is rather different from the usual product estimator T4,srs$$ {T}_4,\mathrm{srs} $$. Recently, Reference 5 demonstrated that when Reference 3 exponential ratio and product estimators are used as a predictor, the corresponding predictive estimators are rather different from the natural estimators Ti,srs,0.3emi=5,6$$ {T}_i,\mathrm{srs},\kern0.3em i=5,6 $$, respectively.…”
Section: Existing Predictive Estimatorsmentioning
confidence: 99%
“…Reference 29 developed a method for improving the efficacy of the traditional estimators by multiplying a scalar θ0.3emfalse(sayfalse)$$ \theta \kern0.3em \left(\mathrm{say}\right) $$ whose optimum value is based on the coefficient of variation that is a quite stable quantity. Following References 5,29 defined the undermentioned improved estimators corresponding to the predictive estimators ti,srs,0.3emi=1,2,3,4$$ {t}_i,\mathrm{srs},\kern0.3em i=1,2,3,4 $$ as alignleftalign-1t7,srsalign-2=θ1t1,srs=θ1ys,$$ {t}_7,\mathrm{srs}\kern0.5em ={\theta}_1{t}_1,\mathrm{srs}={\theta}_1{\overline{y}}_s, $$ alignleftalign-1t8,srsalign-2=θ2t2,srs=θ2ysXsxs,$$ {t}_8,\mathrm{srs}\kern0.5em ={\theta}_2{t}_2,\mathrm{srs}={\theta}_2{\overline{y}}_s\left(\frac{{\overline{X}}_{\overline{s}}}{{\overline{x}}_s}\right), $$ alignleftalign-1t9,srsalign-2=θ3t3,srs=θ3ys<...…”
Section: Existing Predictive Estimatorsmentioning
confidence: 99%
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