Maximum likelihood estimator of the shape parameter under simple random sampling and moving extremes ranked set sampling

This paper examines the maximum likelihood estimator (MLE) for the shape parameter from the shape family, focusing on both simple random sampling (SRS) and moving extremes ranked set sampling (MERSS). The study establishes the existence and uniqueness of the MLE for several common shape distribution...

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Published inStatistics & probability letters Vol. 226; p. 110465
Main Authors Yang, Rui, Chen, Wangxue
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.11.2025
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ISSN0167-7152
DOI10.1016/j.spl.2025.110465

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Abstract This paper examines the maximum likelihood estimator (MLE) for the shape parameter from the shape family, focusing on both simple random sampling (SRS) and moving extremes ranked set sampling (MERSS). The study establishes the existence and uniqueness of the MLE for several common shape distributions. In order to give more insight into the performance of MERSS with respect to (w.r.t.) SRS, the asymptotic efficiency of the MLE using MERSS w.r.t. that using SRS is computed for the common shape distributions. The findings from the common shape distributions indicate that MERSS provides a more efficient approach for estimating the shape parameter compared to SRS. Additionally, we examine the implications of imperfect ranking.
AbstractList This paper examines the maximum likelihood estimator (MLE) for the shape parameter from the shape family, focusing on both simple random sampling (SRS) and moving extremes ranked set sampling (MERSS). The study establishes the existence and uniqueness of the MLE for several common shape distributions. In order to give more insight into the performance of MERSS with respect to (w.r.t.) SRS, the asymptotic efficiency of the MLE using MERSS w.r.t. that using SRS is computed for the common shape distributions. The findings from the common shape distributions indicate that MERSS provides a more efficient approach for estimating the shape parameter compared to SRS. Additionally, we examine the implications of imperfect ranking.
ArticleNumber 110465
Author Yang, Rui
Chen, Wangxue
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Keywords Maximum likelihood estimator
Shape parameter
62F10
Fisher information number
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Moving extremes ranked set sampling
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Snippet This paper examines the maximum likelihood estimator (MLE) for the shape parameter from the shape family, focusing on both simple random sampling (SRS) and...
SourceID crossref
elsevier
SourceType Index Database
Publisher
StartPage 110465
SubjectTerms Fisher information number
Maximum likelihood estimator
Moving extremes ranked set sampling
Shape parameter
Title Maximum likelihood estimator of the shape parameter under simple random sampling and moving extremes ranked set sampling
URI https://dx.doi.org/10.1016/j.spl.2025.110465
Volume 226
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