Robust estimation of the ratio of scale parameters for positive random variables
- 1 January 1992
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 21 (10) , 2983-2996
- https://doi.org/10.1080/03610929208830957
Abstract
An estimator of the ratio of scale parameters of the distributions of two positive random variables is developed for the case where the only difference between the distributions is a difference in scale. Simulation studies demonstrate that the estimator performs much better, in terms of mean squared error, than the most popular one among those estimators currently available.Keywords
This publication has 1 reference indexed in Scilit:
- Jackknifing VariancesThe Annals of Mathematical Statistics, 1968