Journal of Statistical Computation and Simulation, ( ISI ), Volume (80), No (7), Year (2010-8) , Pages (761-774)

Title : ( Efficiency of ranked set sampling in entropy estimation and goodness-of-fit testing for the inverse Gaussian law )

Authors: Mahdi Mahdizadeh , Nasser Reza Arghami ,

Citation: BibTeX | EndNote

Abstract

When measuring units are expensive or time consuming, while ranking them is relatively easy and inexpensive, it is known that ranked set sampling (RSS) is preferable to simple random sampling (SRS). Many authors have suggested several extensions of RSS. As a variation, Al-Saleh and Al-Kadiri [Double ranked set sampling, Statist. Probab. Lett. 48 (2000), pp. 205–212] introduced double ranked set sampling (DRSS) and it was extended by Al-Saleh and Al-Omari [Multistage ranked set sampling, J. Statist. Plann. Inference 102 (2002), pp. 273–286] to multistage ranked set sampling (MSRSS). The entropy of a random variable (r.v.) is a measure of its uncertainty. It is a measure of the amount of information required on the average to determine the value of a (discrete) r.v.. In this work, we discuss entropy estimation in RSS design and aforementioned extensions and compare the results with those in SRS design in terms of bias and root mean square error (RMSE). Motivated by the above observed efficiency, we continue to investigate entropy-based goodness-of-fit test for the inverse Gaussian distribution using RSS. Critical values for some sample sizes determined by means of Monte Carlo simulations are presented for each design. A Monte Carlo power analysis is performed under various alternative hypotheses in order to compare the proposed testing procedure with the existing methods. The results indicate that tests based on RSS and its extensions are superior alternatives to the entropy test based on SRS.

Keywords

, double and multistage ranked set sampling; imperfect ranking; judgement, ranked set
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@article{paperid:1037555,
author = {Mahdizadeh, Mahdi and Arghami, Nasser Reza},
title = {Efficiency of ranked set sampling in entropy estimation and goodness-of-fit testing for the inverse Gaussian law},
journal = {Journal of Statistical Computation and Simulation},
year = {2010},
volume = {80},
number = {7},
month = {August},
issn = {0094-9655},
pages = {761--774},
numpages = {13},
keywords = {double and multistage ranked set sampling; imperfect ranking; judgement-ranked set},
}

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%0 Journal Article
%T Efficiency of ranked set sampling in entropy estimation and goodness-of-fit testing for the inverse Gaussian law
%A Mahdizadeh, Mahdi
%A Arghami, Nasser Reza
%J Journal of Statistical Computation and Simulation
%@ 0094-9655
%D 2010

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