IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v119y2013icp16-31.html
   My bibliography  Save this article

Fisher information in different types of perfect and imperfect ranked set samples from finite mixture models

Author

Listed:
  • Hatefi, Armin
  • Jafari Jozani, Mohammad

Abstract

We derive some general results on the Fisher information (FI) contained in the data obtained from the ranked set sampling (RSS) design relative to its counterpart under the simple random sampling (SRS) for a finite mixture model. We propose different variations of RSS data and show how to calculate the FI matrix for each variation under both perfect and imperfect ranking assumptions. Also, a comparison is made among the proposed variations of RSS data using the missing information criterion. We discuss some interesting cases where the ratio of the determinant of the FI matrices for the RSS and SRS data is independent of the component densities and the number of components of the model and it is always equal to the set size used through the RSS procedure. Theoretical results are augmented by numerical studies for a mixture of two exponential distributions.

Suggested Citation

  • Hatefi, Armin & Jafari Jozani, Mohammad, 2013. "Fisher information in different types of perfect and imperfect ranked set samples from finite mixture models," Journal of Multivariate Analysis, Elsevier, vol. 119(C), pages 16-31.
    • Handle: RePEc:eee:jmvana:v:119:y:2013:i:c:p:16-31
    DOI: 10.1016/j.jmva.2013.03.018
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047259X13000456
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.jmva.2013.03.018?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Barabesi, Lucio & El-Sharaawi, Abdel, 2001. "The efficiency of ranked set sampling for parameter estimation," Statistics & Probability Letters, Elsevier, vol. 53(2), pages 189-199, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Cavicchioli, Maddalena, 2017. "Asymptotic Fisher information matrix of Markov switching VARMA models," Journal of Multivariate Analysis, Elsevier, vol. 157(C), pages 124-135.
    2. Daniel F. Linder & Hani Samawi & Lili Yu & Arpita Chatterjee & Yisong Huang & Robert Vogel, 2015. "On stratified bivariate ranked set sampling for regression estimators," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(12), pages 2571-2583, December.
    3. Armin Hatefi & Mohammad Jafari Jozani, 2017. "Information content of partially rank-ordered set samples," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 101(2), pages 117-149, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. N. Balakrishnan & M. Brito & A. Quiroz, 2013. "On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(2), pages 161-177, February.
    2. Mohammad Al-Saleh & Said Al-Hadhrami, 2003. "Estimation of the mean of the exponential distribution using moving extremes ranked set sampling," Statistical Papers, Springer, vol. 44(3), pages 367-382, July.
    3. Tahmasebi, Saeid & Jafari, Ali Akbar & Eskandarzadeh, Maryam, 2016. "Some results on residual entropy of ranked set samples," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 137-145.
    4. Armin Hatefi & Mohammad Jafari Jozani, 2017. "Information content of partially rank-ordered set samples," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 101(2), pages 117-149, April.
    5. Walid Abu-Dayyeh & Esam Al Sawi, 2009. "Modified inference about the mean of the exponential distribution using moving extreme ranked set sampling," Statistical Papers, Springer, vol. 50(2), pages 249-259, March.
    6. Lucio Barabesi & Caterina Pisani, 2002. "Ranked Set Sampling for Replicated Sampling Designs," Biometrics, The International Biometric Society, vol. 58(3), pages 586-592, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:119:y:2013:i:c:p:16-31. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.