Constrained nonparametric estimation of the mean and the CDF using ranked-set sampling with a covariate

被引:14
作者
Frey, Jesse [1 ]
机构
[1] Villanova Univ, Dept Math Sci, Villanova, PA 19085 USA
关键词
Concomitant; Convexity; Judgment post-stratification; Maximum likelihood estimation; Stratified sampling; Woodruff confidence intervals; INFERENCE; RANKINGS;
D O I
10.1007/s10463-011-0326-9
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Ranked-set sampling (RSS) and judgment post-stratification (JPS) are related schemes in which more efficient statistical inference is obtained by creating a stratification based on ranking information. The rankings may be completely subjective, or they may be based on values of a covariate. Recent work has shown that regardless of how the rankings are done, the in-stratum cumulative distribution functions (CDFs) must satisfy certain constraints, and we show here that if the rankings are done according to a covariate, then tighter constraints must hold. We also show that under a mild stochastic ordering assumption, still tighter constraints must hold. Taking advantage of these new constraints leads to improved small-sample estimates of the in-stratum CDFs in all RSS and JPS settings. For JPS, the new constraints also lead to improved estimates of the overall CDF and the population mean.
引用
收藏
页码:439 / 456
页数:18
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