Statistical Papers, ( ISI ), Volume (56), No (2), Year (2015-5) , Pages (453-477)

Title : ( Improved estimators of the distribution function based on lower record values )

Authors: Reza Arabi Belaghi , Mohammad Arashi , S. M. M. Tabatabaey ,

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In this paper, we define different types of estimators for the distribution function, namely preliminary test (PT), shrinkage PT (SPT), Stein type (S), and Thompson shrinkage (TS) estimators based on lower record observations and their inter record times. Their asymptotic distributional bias and mean square error are explicitly derived. The superiority conditions of the new proposed estimators over the existing estimator of distribution function are also obtained. It is shown that about the neighborhood of the null hypothesis F0, the PTE is superior to the SE in the sense of having higher asymptotic relative efficiency. Further for the reasonable values of α the newly proposed SPT estimator uniformly dominates the non-parametric maximum like likelihood estimators in the literatures. A table is also given to be more specifics along the exhibited theoretical results for practical sake. Some graphical representations are given as proofs of our assertions. A simulation study is also carried out for some life time distribution, to examine the accuracy of the proposed estimators with a limited sample size. The results show that combination of the parametric and nonparametric estimators will give more efficient estimators. This study is finally concluded by applying the theoretic results to a real data set.


, Asymptotic distributional mean square error, Asymptotic relative efficiency, Distribution function, Local alternative, Preliminary test estimator, Record values, Stein type estimator
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author = {Arabi Belaghi, Reza and Arashi, Mohammad and S. M. M. Tabatabaey},
title = {Improved estimators of the distribution function based on lower record values},
journal = {Statistical Papers},
year = {2015},
volume = {56},
number = {2},
month = {May},
issn = {0932-5026},
pages = {453--477},
numpages = {24},
keywords = {Asymptotic distributional mean square error; Asymptotic relative efficiency; Distribution function; Local alternative; Preliminary test estimator; Record values; Stein type estimator},


%0 Journal Article
%T Improved estimators of the distribution function based on lower record values
%A Arabi Belaghi, Reza
%A Arashi, Mohammad
%A S. M. M. Tabatabaey
%J Statistical Papers
%@ 0932-5026
%D 2015