Peer Review 9-5-09.PdfBayes Estimation of

Communications in Statistics Theory and Methods
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Bayes Estimation of Weibull Distribution Parameters Using

Ranked Set Sampling
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Journal: Communications in Statistics Theory and Methods

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Manuscript ID: LSTA-2009-0199.R1
Manuscript Type: Original Paper

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Date Submitted by the

Author:
Complete List of Authors: Helu, Amal; University of Jordan

ie
Abu-Salih, Muhammad; Amman Arab University for Graduate

Studies
Alkam, Osama; University of Jordan
w
Weibull Distribution, Ranked Set Sampling, Simple Random Sample,

Keywords:
Modified Ranked Set Sampling
On
Estimation of the parameters of Weibull distribution is considered

using different methods of estimation based on different sampling
schemes namely, Simple Random Sample (SRS), Ranked Set
Sample (RSS), and Modified Ranked Set Sample (MRSS). Methods
of estimation used are Maximum Likelihood (ML), Method of
Abstract:
ly
moments (Mom), and Bayes. Comparison between estimators is

made through simulation via their Biases, Relative Efficiency (RE),
and Pitman Nearness Probability (PN). Estimators based on RSS
and MRSS have many advantages over other estimators based on
SRS.
URL: http://mc.manuscriptcentral.com/lsta E-mail: comstat@univmail.cis.mcmaster.ca

Page 1 of 29 Communications in Statistics Theory and Methods
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Bayes Estimation of Weibull
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Distribution Parameters Using
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Ranked Set Sampling
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20 Amal Helu
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21 Department of mathematics, University of Jordan

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23 Amman, Jordan
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Muhammad Abu-Salih
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26 Amman Arab University for Graduate Studies
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28 Amman, Jordan
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30 Osama Alkam
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32 Department of mathematics, University of Jordan
33 Amman, Jordan
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ABSTRACT
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39 Estimation of the parameters of Weibull distribution is considered using dif-
40
ferent methods of estimation based on different sampling schemes namely,
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42 Simple Random Sample (SRS), Ranked Set Sample (RSS), and Modified
43 Ranked Set Sample (M RSS). Methods of estimation used are Maximum
On
44 Likelihood (M L), Method of moments (M om), and Bayes. Comparison be-

45 tween estimators is made through simulation via their Biases, Relative Effi-
46
47 ciency (RE), and Pitman Nearness Probability (P N ). Estimators based on
RSS and M RSS have many advantages over those that are based on SRS.
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49
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51 Key Words: Weibull distribution; Bayes; Estimation; Ranked Set Sampling; Sim-
52 ple Random Sample; Modified Ranked Set Sampling.
53

54 e-mail: a.helu@ju.edu.jo
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Communications in Statistics Theory and Methods Page 2 of 29
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8 1 Introduction
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10
Weibull distribution has been widely used in so many applications including
11
12 reliability, life time data analysis, climatology, finance, biology, medicine, and
13 engineering.
14 Numerous methods have been suggested for estimating the scale and the
15 shape parameters of Weibull distribution. Cohen (1965), Harter and Moore
16
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17 (1965) used the maximum likelihood method (M L) to derive estimators for

18 the two parameters of Weibull distribution based on the complete and cen-
19 sored samples. Bain and Antle (1967) gave estimators for the two-parameter
20 Weibull distribution based on a modified version of maximum likelihood
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21
22 method. Mann (1968) estimated the scale and shape parameters using mo-
23 ments, maximum likelihood and best linear unbiased estimators methods.
24 Hossain and Zimmer (2003) compared the maximum likelihood estimator to
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25 the least square estimator based on complete and censored samples. Re-
26
27
cently, Soliman, Ellah and Sultan (2006) derived the Bayes estimates of the
28 two parameters of Weibull distribution using the conjugate prior for the scale
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29 parameter and a discrete prior for the shape parameter and compared these
30 estimators with the ML estimators. They applied their study on the record
31
values.
32
33 Ranked Set Sampling (RSS) was first introduced by McIntyre (1952) as a
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34 cost efficient alternative to Simple Random Sampling (SRS). Takahasi and

35 Wakimoto (1968) showed that RSS mean is an unbiased estimator for the
36
population mean with smaller variance compared to the SRS mean. Dell
iew
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38 and Clutter (1972) showed that the mean of RSS is still unbiased whether
39 the ranking is perfect or not. A modified version of RSS known as Strati-
40 fied Ranking Set Sample was introduced by Samawi (1996) to improve the
41 accuracy of estimating the population mean.
42
43 Samawi et al. (1996) used Extreme Ranked Set Sample (ERSS) to de-
On
44 fine an estimator of population mean in the case of a symmetric distribution.

45 Samawi (1996) introduced Double Rank Set Sample (DERSS) as an exten-
46 sion to (ERSS). The Double Ranked Set Sampling (DRSS) which is an ex-
47
tension to the RSS method was presented by Al-Saleh and Al-Kadiri (2000).
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49 Al-Saleh and Samawi (2004) introduced the Bivariate Extreme Ranked Set
50 Sampling as a procedure to better estimating the parameters of bivariate
51 normal distribution. Al-saleh and Muttalk (1998) used RSS in Bayesian
52
53
estimation for exponential and normal distributions to reduce Bayes risk.
54 Lavine (1999) examined the procedure of the RSS from a Bayesian point of
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1
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7
8 view and explored some optimality questions.
9 In this article, Maximum Likelihood (M L), Method of moments (M om),
10
11 and Bayes estimators of the shape and scale parameters of Weibull distribu-
12 tion are provided using Simple Random Sampling (SRS), RSS and M RSS.
13 For Bayes methods we used the Inverse Gamma(, ) as the prior distri-
14 bution for the scale parameter, and the non-informative prior for the shape
15
16 parameter.
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17 In addition to deriving the estimators, their performance is also to be

18 investigated and compared through simulation with the most common meth-
19 ods, namely, the maximum likelihood and the moment methods. Bias, Rela-
20
tive Efficiency and Pitman nearness probability are used as criteria for com-
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21
22 parison.
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2 Estimation of Parameters Using SRS
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26
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28 2.1 Maximum Likelihood Estimation (ML)
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30 Let X1 , , Xn be independent and identically distributed random variables
31 (r.v.) from two-parameters Weibull distribution with probability density
32 function (p.d.f.)
33
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34 1 x /
35 f (x) = x e x > 0, > 0, > 0 (1)
36
= 0 o.w.
iew
37
38
39 The M LE of the parameters and are derived as follows
40
41
42 n
43 L = x1
i exi /
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i=1
44
X n n
45 1X
46 log(L) = nlog nlog + ( 1) log xi x
i=1
i=1 i
47
ly
n n
48 log(L) n X 1X
49 put = + log xi xi log xi = 0 (2)
50 i=1
i=1
51 n
52 log(L) n 1X
and = + 2 x =0 (3)
53 i=1 i
54
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3
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60

1
2
3
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6
7
8 Note that there is no closed form solution to equations (2) and (3), there-
9 fore, numerical techniques are used to solve for the M LEs of the scale and
10
11 shape parameters. Several have tackled this problem see for details Cohen
12 (1965).
13
14
15 2.2 Moment Estimation
16 R

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k
17 The k-th moment of Weibull distribution is k = xk f (x)dx = (1 + k ),
18 0
19 R

where (t) = and S 2 be the mean and
xt1 ex dx, where t > 0. Let X
20
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0
21 variance of the random sample respectively, let cv denote the coefficient of
22
23 variation XS . Using the method of moments technique to Weibull distribution
24 we get
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26 X = 1/ (1 + 1 ) (4)
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28 2 1
S 2 = 2/ (1 + ) 2/ 2 (1 + ) (5)
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29
30 q
31 S (1 + 2 ) 2 (1 + 1 )
32 This implies = . (6)
33 X (1 + 1 )
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35 Equation (6) gives as an estimator of based on cv of the sample and
36 from equation (4) we get
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38 !
39 X
= . (7)
40 (1 + 1 )
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43
We will use numerical methods to solve equations (6) and (7).
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46
2.3 Bayes Estimation
47 Let X1 , X2 , ..., Xn be distributed as in equation (1), where and are
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49 realization of the random variables and respectively. We like to study
50 Bayes estimators under squared error loss. Let and be independent with
51 prior probability density functions given by the non-informative prior,
52
53 1
54 1 () = ; >0 (8)
55

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2
3
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7
8 and the Inverse Gamma density, IG(, ) given by
9
10
11
12 2 () = e/ ; >0 (9)
13 () +1
14 Let the observed sample values be x= (x1 , ..., xn ), then the conditional
15
16
joint p.d.f. of the sample is given by:
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17
18 1 "
n
#
19 n n X
20 L(x|, ) = n xi exp xi / ; xi > 0 i = 1, ..., n.
i=1
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21 i=1
22
23 Using the priors given in (8) and (9) we get the joint posterior p.d.f. of
24 and by:
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26 1 n
n1
n
1
P
27 xi exp xi +
28 i=1
i=1
(, |x) = ; (10)
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29 K n++1 (n + )
30 1
n
31
Z
xi n1
32 i=1
33 where K = n n+ d and , > 0, xi > 0, i = 1, ..., n
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34 P
0 xi +
35 i=1
36
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37 The marginal posterior p.d.f. of is:

38
39 1
n
n1
40 xi
41 i=1
1 (|x) = n+ ; > 0, xi > 0, i = 1, ..., n (11)
42 P
n
43 K xi +
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44 i=1
46
47
" n !#
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48 Z 1
49 1 n 1 X
50 2 (|x) = n1 xi exp xi + d;
K n++1 (n + ) i=1 i=1
51 0
52 (12)
53 where > 0, xi > 0, i = 1, ..., n.
54
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60

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2
3
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6
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8 Under squared error loss function, the Bayes estimator of is:
9
10 1
n
n
11 Z xi
12 i=1
13
E [|x] = n+ d (13)
P
n
14 0 K xi +
15 i=1
16 and the Generalized Bayes estimator of is
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18
19
20 1
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21
n
n1 P
n
Z Z xi exp 1 xi +
22 i=1 i=1
23 E [|x] = d d
24
K n+ (n + )
0 0
1
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25
n
26 n1
Z xi
27 i=1
28 = n n+1 d (14)
P
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29 0 (n + 1)K xi +
30 i=1
31
32 Computation of estimates of and are carried out through numerical
33
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integration.
34
35
36
3 Estimation Of Parameters Using RSS
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39 The Ranked Set Sampling (RSS) was designed by McIntyer (1952) to im-
40 prove the estimation of the population mean. In many sampling situations
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42 when the variable of interest from the experimental or observational units
43 can be easily ranked than quantified, it turns out that the use of the method
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44 of Ranked Set Sampling RSS is highly beneficial and much superior to the
45 standard Simple Random Sampling (SRS) for estimating some of the pop-
46
47
ulation parameters. In order to plan a RSS design, we choose a small size
set, around 2 to 4 to minimize ranking error by visual methods.
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49 The procedure of RSS is described as follows:
50 Step 1. Select randomly m2 sample units denoted by Xij , i = 1, ..., m
51
52
and j = 1, ..., m, from the population.
53 Step 2. Allocate the m2 selected units randomly into m sets each of size
54 m. Denote the result by:
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1
2
3
4
5
6
7
8 x11 x21 . . . xm1
9 . . ... .

10 .. .. .. ..
11 . . . . .

12 x1m x2m . xmm
13
14
15 Step 3. Without taking any measurements, rank units within each row
16 based
on a criterion chosen by the researcher.
The result is presented as:
Fo
17 x(1)1 x(2)1 . . . . . . x(m)1

18 x(1)2 x(2)2 . . . . . . x(m)2
19
. . . ... .
20
.. .. .. . . .. which will be one cycle.
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21 . . . . .
22
x(1)m x(2)m . . x(m)m
23
24
Step 4. Choose a sample by taking the smallest ranked unit from the
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26 first row, then the second smallest ranked unit from the second row, and
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continue in this fashion until the largest ranked unit is selected from the
last row. As a result, the ranked set sample associated with this cycle will
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29
30 be (x(1)1 , x(2)2 , ..., x(m)m ). Note that X(i)i is the ith order statistic X(i) of a
31 sample of size m.
32
Step 5. Repeat step1 through 4 (k) times until the desired sample size
33
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34 n = k m, is obtained for analysis, andour RSS sample using k cycleseach

35 of size m such that n = k m will be: X(i)ic , i = 1, ..., m, c = 1, ..., k .
36 To simplify notation, let Yic = X(i)ic , then for fixed c, Yic , i = 1, ..., m are
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37 independent with p.d.f. equal to p.d.f. of X(i) and given by:

38
39
m!
40 g(yic ) = [F (yic )]i1 f (yic ) [1 F (yic )]mi (15)
41 (i 1)! (m i)!
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Let Yc = (Y1c , Y2c , ..., Ymc ) , i.e. the RSS sample of cycle c.
43
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44 Let Y= (Y1 , Y2 , ..., Yk ) , then the conditional joint p.d.f. of Y given =

k m
45
46
and = is given by: L(y|, ) = g(yic |, ).
c=1 i=1
47 Our interest is to derive Bayes estimators of Weibull distribution param-
ly
48 eters using RSS. Let Xij be distributed as in (1) then the conditional p.d.f.
49
of Y given and will be:
50
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1
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9
k
m m! h
ii1
1
10 L(y|, ) = yic 1 eyic / e(mi+1)yic / ,
11 c=1i=1 (i 1)! (m i)!
12 (16)
13 which can be written as
14
15 kP P
m
1
16 km (m i + 1)yic
m! c=1 i=1
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17 L(y|, ) = exp
18
19
20
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21 h ii1
1 /
yic
22 y
k m ic 1 e
23 . (17)
24 c=1i=1 (i 1)! (m i)!
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25
26
27 3.1 Maximum Likelihood Estimation
28
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29 Using the set up in section 3, we get the M LE of the parameters and ,

30
by differentiating the likelihood in equation (17) with respect to and and
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32 equating to zero
33
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k m k m
34 log(L) km XX
(m i + 1)yic XX (i 1)y log yic
ic
= + log yic [1 ]+ / =0
35 c=1 i=
c=1 i=
y
(e ic 1)
36
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37 k Xm k Xm
38 log(L) X X (i 1)yic

39 = (m i + 1)yic m k =0
c=1 i= c=1 i=
(eyic / 1)
40
41 equations are solved numerically for and
42
43
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44 3.2 Moment Estimation

45
46 Using the set up in section 3, we get the method of moments estimators by
47 using the moments of Yic = X(i)ic . The lth moment of Yic is
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48
49 Z
50 m l+1 myic /
l = y e dyic
51 ic
52 0
53 l l
54 = ( ) (1 + ).
55
m
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8
58
59
60

1
2
3
4
5
6
7
8 Let Y and Sy2 be the mean and variance of the random sample, given by:
9 P
k P
m P
k P
m
10 X(i)ic (X(i)ic Y )2
11 Y = c=1i=1
mk
& Sy2
= c=1i=1
mk1
, let cv denotes the coefficient of varia-
12 tion.
13 Equating the first and the second moments of the population with those
14
of the sample we get
15
16
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17 1
18 Y = ( )1/ (1 + ) (18)
19 qm
20
Sy (1 + 2 ) 2 (1 + 1 )
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21 = . (19)
22 Y (1 + 1 )
23
24 Solving equation (19) we get as an estimator of based on cv of the
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25 sample and from equation (18) we get

26
27
!
28 Y
= m . (20)
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29 (1 + 1 )
30
31 We will use numerical methods to solve 19 and 20.
32
33
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34 3.3 Bayes Estimation

35
36 Using the set up in section 3, and the priors of and given by (8) and (9)
we get the joint posterior p.d.f. of and given Y= y to be:
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37
38
/
39 e
40 L(y|, ) 1
() +1
41 (, |y) =
42 RR 1 e/
43 L(y|, ) d d
() +1
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0 0
44 k m
P P
45 km
(mi+1)yic
46 = m!

exp c=1i=1
47
ly
48 i1

49 k m
1
yic 1eyic /
50 (i1)!(mi)!
e/
+1

51 c=1i=1
52
R
R , > 0, > 0 (21)
53 1 e/
L(y|, ) +1
d d
54 0 0
55
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57
9
58
59
60

1
2
3
4
5
6
7
9
10 Z
11
1 (|y) = (, |y) d; >0 (22)
12
13 0
14
16
Fo
17 Z
18 2 (|y) = (, |y) d; >0 (23)
19
20 0
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21
22 Under squared error loss function, the Bayes estimator of is
23
Z
24
E |y = 1 (|y)d (24)
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25
26
0
27
28 and the Generalized Bayes estimator of is
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29
30 Z
31
32 E |y = 2 (|y)d (25)
33
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0
34
35 Computation of estimates of and are carried through numerical inte-
36 gration.
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37
38
39
40 4 Estimation Of Parameters Using MRSS
41
42 As a special case of RSS, the Modified Ranked Set Sampling (M RSS) is
43 used. It is obtained by using the first three Steps of RSS then the sample is
On
44
chosen by taking the smallest ranked unit from each row of the m rows. The
45
46 M RSS of one cycle will be (x(1)1 , x(1)2 , ..., x(1)m ), and the M RSS sample of
47 cycle c will be denoted by (x(1)1c , x(1)2c , ..., x(1)mc ).
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48 Next, we repeat the previous steps k times until the desired sample size
49
n = k m, is obtained.
50
51 The M RSS that is obtained from each cycle consists of independent and
52 identically distributed variables, since X(1)ic is distributed as the first order
53 statistic in a random sample of size m from the original distribution.
54
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57
10
58
59
60

1
2
3
4
5
6
7
8 The required M RSS will be {X(1)ic , i = 1, ..., m; c = 1, ..., k}.
9 Let Uic = X(1)ic , then the p.d.f. of Uic is given by
10
11 m 1 muic /
12 h(uic ) = u e , uic > 0, > 0, > 0
13 ic
14 Let Uc = (U1c , ..., Umc ) and U= (U1 , ...,Uk ), then the conditional joint
15
16 p.d.f. of U given = and = is given by:

Fo
17
18 k m m
19 L(u|, ) = u1
ic emuic / , uic > 0, i = 1, ..., m; c = 1, ..., k (26)
20 c=1i=1
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21
22
23
4.1 Maximum Likelihood Estimation
24
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25 To get the M LE of the parameters and in case of M RSS we differentiate

26 equation (26) with respect to and and equating to zero
27
28
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29 k m
log(L) km X X m
30 = + log uic [1 uic ] = 0 (27)
31 c=1 i=1
32
Xk X m
33 log(L) uic
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34 = k =0 (28)
35
c=1 i=1
2
36
These equations are solved numerically for and .
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37
38
39
40
4.2 Moment Estimation
41 Using the set up in section 4, we get the method of moments estimators by
42
43 using the moments of Uic = X(1)ic . The lth moment of Uic is
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44 Z
45 m l+1 muic /
46 l = u e duic
ic
47 0
ly
48
l l
49 = ( ) (1 + ).
50 m
51 P
k P
m P
k P
m
X(1)ic )2
(X(1)ic U
52
53 Let U = c=1i=1
mk
& Su2 = c=1i=1mk1 be the mean and variance of the
54 random sample respectively and let cv denotes the coefficient of variation.
55
56
57
11
58
59
60

1
2
3
4
5
6
7
8 Equating the first and second moments of the population with those of
9 the sample we get
10
11
12
13
1
14 U = ( )1/ (1 + ) (29)
15 qm
16
(1 + 2 ) 2 (1 + 1 )
Fo
17 Su
= . (30)
18 U (1 + 1 )
19
20 b
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21 Equation (30) gives

as an estimator of based on cv of the sample and
22 from equation (29) we get
23
24 !b
U
ee
25
26 b

=m . (31)
27 (1 + b1 )

28
We will use numerical methods to solve equations 30 and 29.
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29
30
31
32 4.3 Bayes Estimation
33
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34
The Bayes and the Generalized Bayes estimate of and respectively in
35 the M RSS case are exactly as in formulas (24) and (25) of RSS, with the
36 exception that equation (26) is used instead of equation (17) in deriving the
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37 posterior distributions of and .

38
39
40
41 5 Simulation Results
42
43
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44 For fixed = 3 and = 2 a random sample of size 1000 is chosen from

45 Inverse Gamma(, ). Let =the sample mean of IG(, ) of size 1000.
46 We choose = 3 and generate data from Weibull distribution using sam-
47
ple size n = 10(10)60, 100, and 120. For each n, a set (m; k) is determined
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48
49 such that n = m k. For the chosen set of parameters and each sample of
50 size n, a 10, 000 data set are simulated and nine estimators of and are
51 computed.
52
53 A comparison between these estimators is done through three different
54 criteria, namely,
55
56
57
12
58
59
60

1
2
3
4
5
6
7
8 (i) Bias: is computed as Bias = , where is the average of the
9
10 10, 000 estimates of , and is the value that is used in the simulation
11
ER(1 )
12 (ii) Relative Efficiency (RE): is computed as RE(1 , 2 ) = ,
13 ER(2 )
14 P
10,000
15 where ER(j ) = 10,000
1
(ji )2 , ji being the estimate of for
16 i=1
Fo
17 the ith simulated data set and j = 1, ..., 9. We say that 1 is better
18 estimator than, 2 , if RE < 1. In this paper the RE is computed as
19
ER(j )
20 follows RE(j , M LE(SRS) ) = , j = 1, ..., 8.
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21 ER(M LE(SRS) )
22
23 (iii) Pitman Nearness (PN) probability which is computed as
24
1
ee
25
26 P N = P {|1 | < |2 |} = #[|1i | < |2i |],
10, 000
27
28
where 1i and 2i are the estimates of for the ith simulated data set,
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29
30 of the pair 1 , 2 . We say 1 is a better estimator than 2 if P N > 0.5.
31
32 Due to the large number of Tables of results, only results for two param-
33 eter sets, namely, = 3, = 3, = 2 given = 0.9871, and = 1, = 1,
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34 = 0.5 given = 3.4036 are reported.

35
36
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37
38 6 Results and Remarks
39
40 Various results of the simulation are provided in Tables 1 to 8 which are
41 shown at the end of this section and a summary of the results are provided
42
43
below.
On
44 Shape parameter
45
46 In terms of bias, it can be noticed from Table (1) that e Bayes(RSS)
47 b
has the smallest bias compared to
Bayes(M RSS) and b
Bayes(SRS) , while
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48
49 b

Bayes(M RSS) has a bias value that is slightly higher than that for
50
b
Bayes(SRS) .
51
52
53 Moreover, biases of M LE and M om based on M RSS are equivalent
54 to those of M LE and M om based on SRS.
55
56
57
13
58
59
60

1
2
3
4
5
6
7
8 It can be seen from Table 2 that e Bayes(RSS) is the most efficient com-
9 pared to the other estimators. On the other hand, when n is small
10
b

11 Bayes(M RSS) is more efficient than b
M LE(SRS) , whereas when n is mod-
12 b
13 erate to large
Bayes(M RSS) and bM LE(SRS) are comparable.
14
15 In terms of P N values, Tables 3 & 4 show that the Bayes estimators are
16 better than both M LE and M om estimators under the same sampling
Fo
17 method, i.e.
18
19
20
b
Bayes(SRS) is better than both b
M LE(SRS) and b
M om(SRS)
rP
21 e
Bayes(RSS) is better than both e
M LE(RSS) and e
M om(RSS)
22
b b b
23

Bayes(M RSS) is better than both
M LE(M RSS) and
M om(M RSS) .
24
ee
25
26 The Bayes estimator under RSS is the best estimator in terms of P N
27 probability.
28
rR
29 The estimators based on M RSS outperform those based on SRS when

30 n is small, whereas the estimators based on SRS are slightly better than
31
32
those based on M RSS when n is large (n > 30) , see Tables 3 & 4.
33
ev
b
34
M LE(M RSS) and b
M LE(SRS) are equivalent when n is large (n 40)
35 b
36 and when n is small
M LE(M RSS) outperforms b
M LE(SRS) .
iew
37
38
39 Scale parameter
40
41 Table 5 shows that e b
GBayes(RSS) has the smallest bias, while
GBayes(M RSS)
42 has a bias value that is relatively small and comparable with the bias
43
On
44 of the estimators based on SRS.

45
46 In general, e
GBayes(RSS) has the smallest RE values which means that it
47 is the most efficient compared to the other estimators, see Table 6. We
ly
48 also notice that for small sample size, the estimators under M RSS are
49
more efficient than b M LE(SRS) , moreover they are equivalent for large
50
51 sample size.
52
53 Under SRS scheme, GBayes and M om estimators are more efficient
54 than M LE estimator (RE < 1).
55
56
57
14
58
59
60

1
2
3
4
5
6
7
8 From Table 7 we can clearly see that P N probability of the estimators
9 based on SRS relative to the estimators based on RSS are around
10
11 0.4, which indicates the poor performance of the estimators based
12 on SRS. Moreover, the GBayes(RSS) outperforms both M LE(RSS) and
13 M om(RSS) ( P N < 0.5), see Table 8.
14
15 Table 8 shows that the P N probability of GBayes(RSS) relative to the
16
estimators based on M RSS are all around 0.5, which indicates that
Fo
17
18 although the estimators based on M RSS do not outperform the esti-
19 mators based on RSS, but they are comparable. In addition, for small
20 sample size the b b
M LE(M RSS) , b
M om(M RSS) and
GBayes(M RSS) outper-
rP
21 form the estimators based on SRS.

22
23
24 In this paper we have used three different estimation methods namely
(M LE, M om and the Bayes) based on three different sampling procedures
ee
25
26 (SRS, RSS, and M RSS). We studied the performance of these estimators
27
based on three criteria Bias, RE and P N probability. One could suggest
28
to use any of M LE, M om or Bayes estimators based on RSS procedure as
rR
29
30 long as there are no ranking errors caused by a large set size m. However,
31 since M RSS has an advantage of reducing the ranking errors over the RSS
32
in case of large set size m, as well as reducing the cost, then we recommend
33
ev
34 to use the estimators based on M RSS

35
36
iew
37
38
39
40
41
42
43
On
44
45
46
47
ly
48
49
50
51
52
53
54
55
56
57
15
58
59
60

1
2
3
4
5
6
7
8
9
10
11
Table 1: Bias comparison between estimators of when = 3, = 2, = 0.9871 and
12
13 =3
14
SRS RSS M RSS
b b b e e e b
b
b
15 (m; k) M LE M om Bayes M LE M om Bayes M LE M om Bayes
16
Fo
17 (2; 5) 0.5222 0.2957 0.3566 0.4071 0.1950 0.3010 0.4862 0.2624 0.3935
18 (2; 10) 0.2210 0.1158 0.1560 0.2010 0.0948 0.1547 0.2378 0.1332 0.2241
19
20 (3; 10) 0.1401 0.0715 0.0993 0.1151 0.0484 0.0922 0.1583 0.0887 0.1678
rP
21
22
23 (4; 10) 0.1048 0.0521 0.0749 0.0759 0.0236 0.0620 0.1054 0.0541 0.1219
24 (4; 15) 0.0743 0.0401 0.0545 0.0439 0.0099 0.0348 0.0618 0.0371 0.0763
ee
25 (4; 25) 0.0366 0.0151 0.0250 0.0297 0.0097 0.0241 0.0405 0.0216 0.0505
26
27 (4; 30) 0.0308 0.0139 0.0150 0.0195 0.0031 0.0113 0.0349 0.0169 0.0435
28
rR
29
30
31
32
33
ev
34
35 Table 2: RE comparison between estimators of with respect to M LE(SRS) when = 3,
36
= 2, = 0.9871 and = 3
iew
37
38 SRS RSS M RSS
b b b e e e b
b
b
40
41 (2; 5) 1.0000 0.7914 0.7466 0.6118 0.6461 0.5940 0.9440 0.7589 0.7088
42 (2; 10) 1.0000 0.8748 0.8765 0.6257 0.6643 0.6029 0.9459 0.8917 0.9034
43
On
44
(3; 10) 1.0000 0.9181 0.9129 0.6484 0.7068 0.6144 0.9467 0.8922 0.9357
45
46
47 (4; 10) 1.0000 0.9412 0.9339 0.6898 0.7450 0.6426 1.0176 0.9198 0.9655
ly
48 (4; 15) 1.0000 0.9759 0.9521 0.7170 0.7647 0.6816 1.0310 0.9831 1.0331
49 (4; 25) 1.0000 0.9859 0.9727 0.7259 0.7749 0.6840 1.0441 1.0261 1.0369
50
51 (4; 30) 1.0000 0.9979 0.9774 0.8495 0.8318 0.7743 1.0773 1.0403 1.0456
52
53
54
55
56
57
16
58
59
60

1
2
3
4
5
6
7
8
9 Table 3: PN comparison between different estimators of when = 3, = 2, = 0.9871
10 and = 3
11 (cycle size; number of cycles)
12 P N probability of (2; 5) (4; 5) (3; 10) (4; 10) (4; 15) (4; 25) (4; 30)
13 vs
M om(SRS) 0.4758 0.5138 0.5210 0.5336 0.5337 0.5394 0.5396
14 M LE(SRS)
15
vs 0.3748 0.4156 0.4314 0.4524 0.4592 0.4686 0.4732
M LE(SRS) Bayes(SRS)
16
Fo
17
18 M LE(SRS)
vs e
M LE(RSS) 0.4260 0.4368 0.4409 0.4426 0.4430 0.4429 0.4433
19 vs e
M om(RSS) 0.4460 0.4466 0.4498 0.4552 0.4616 0.4572 0.4640
M LE(SRS)
20 vs. e
Bayes(RSS) 0.4328 0.4380 0.4440 0.4450 0.4482 0.4484 0.4488
rP
21 M LE(SRS)
22
b
23
M LE(SRS)
vs
M LE(M RSS) 0.4902 0.4920 0.4950 0.5060 0.5104 0.5120 0.5162
24
b
vs
ee
25
M LE(SRS)
M om(M RSS) 0.4802 0.4836 0.498 0.5026 0.5030 0.5095 0.5122
26 b
27 vs
Bayes(M RSS) 0.4758 0.4890 0.4922 0.4992 0.5034 0.5088 0.5126
M LE(SRS)
28
rR
29
30 M om(SRS)
vs Bayes(SRS) 0.4144 0.4302 0.4360 0.4392 0.4544 0.4564 0.4630
31
32 vs e
M LE(RSS) 0.4256 0.4414 0.4422 0.4456 0.4468 0.4514 0.4916
M om(SRS)
33 vs e
ev
34 M om(SRS)
M om(RSS) 0.4526 0.4570 0.4590 0.4592 0.4626 0.4708 0.4812
35 vs e
Bayes(RSS) 0.4250 0.4390 0.4394 0.4424 0.4566 0.4686 0.4720
M om(SRS)
36
iew
37
b
38 M om(SRS)
vs
M LE(M RSS) 0.4852 0.4906 0.5006 0.5076 0.5162 0.5164 0.5206
39
b
40 M om(SRS)
vs
M om(M RSS) 0.4856 0.4948 0.4988 0.5044 0.5070 0.5106 0.5112
b
41
M om(SRS)
vs
Bayes(M RSS) 0.4842 0.4908 0.4980 0.4984 0.5086 0.5098 0.5162
42
43
On
44 vs e
M LE(RSS) 0.4312 0.4460 0.4464 0.4466 0.4496 0.4586 0.4938
Bayes(SRS)
45 e
46 Bayes(SRS)
vs M om(RSS) 0.4556 0.4562 0.4566 0.4672 0.4690 0.4740 0.4822
47 vs e
0.4292 0.4426 0.4428 0.4446 0.4478 0.4532 0.4740
Bayes(SRS) Bayes(RSS)
ly
48
49
b
50 Bayes(SRS)
vs
M LE(M RSS) 0.4938 0.4950 0.5112 0.5120 0.5226 0.5228 0.5312
51
b
52 Bayes(SRS)
vs
M om(M RSS) 0.4904 0.4982 0.5054 0.5098 0.5108 0.5164 0.5198
b
53
Bayes(SRS)
vs
Bayes(M RSS) 0.4930 0.4940 0.5082 0.5098 0.5106 0.5154 0.5206
54
55
56
57
17
58
59
60

1
2
3
4
5
6
7
8
9
10
11
12
Table 4: PN comparison between different estimators of when = 3, = 2, = 0.9871
13
and = 3
14
15
(cycle size; number of cycles)
Fo
17 e
M LE(RSS) vs e
M om(RSS) 0.5180 0.5410 0.5448 0.5502 0.5550 0.5662 0.5716
18
19 e
e
vs 0.3876 0.4222 0.4302 0.4478 0.4634 0.4650 0.4810
M LE(RSS) Bayes(RSS)
20
rP
21
e b
22 M LE(RSS) vs
M LE(M RSS) 0.5390 0.5598 0.5664 0.5710 0.5704 0.5810 0.5842
e b
23
24
M LE(RSS) vs
M om(M RSS) 0.5362 0.5610 0.5656 0.5752 0.5756 0.5760 0.5824
e b
M LE(RSS) vs
ee
25 Bayes(M RSS) 0.5190 0.5524 0.5636 0.5666 0.5674 0.5704 0.5778

26
27
28 e
M om(RSS) vs e
Bayes(RSS) 0.4232 0.4326 0.4366 0.4384 0.4424 0.4440 0.4482
rR
29
30 b
31 M om(RSS) vs
e M LE(M RSS) 0.5302 0.5376 0.5386 0.5404 0.5506 0.5510 0.5682
32 e b
33 M om(RSS) vs
M om(M RSS) 0.5206 0.5326 0.5414 0.5418 0.5442 0.5552 0.5574
ev
e b
34 M om(RSS) vs
Bayes(M RSS) 0.5068 0.5363 0.5364 0.5374 0.5506 0.5518 0.5546
35
36
e b
Bayes(RSS) vs
iew
37 M LE(M RSS) 0.5532 0.5582 0.5708 0.5716 0.5716 0.5820 0.5898

38
e b
39 Bayes(RSS) vs
M om(M RSS) 0.5518 0.5560 0.5576 0.5616 0.5634 0.5674 0.5768
40
e b
41 Bayes(RSS) vs
Bayes(M RSS) 0.5380 0.5580 0.5674 0.5696 0.5736 0.5764 0.5820
42
43
On
44 b b
45
M LE(M RSS) vs
M om(M RSS) 0.4318 0.4490 0.4494 0.4596 0.4614 0.4624 0.4698
46 b
b
47 M LE(M RSS) vs
Bayes(M RSS) 0.3954 0.4034 0.4696 0.4682 0.4850 0.5268 0.5342
ly
48
49 b
b
50 M om(M RSS) vs
Bayes(M RSS) 0.4506 0.4636 0.4777 0.4834 0.4819 0.4900 0.5003
51
52
53
54
55
56
57
18
58
59
60

1
2
3
4
5
6
7
8
9
10
11 Table 5: Bias comparison between estimators of when = 3, = 2, = 0.9871, and
12 =3
13 SRS RSS M RSS
14 (m; k) M LE M om GBayes M LE M om GBayes b

M LE b
b
M om
GBayes
15
16 (2; 5) 0.0420 0.0416 0.0249 0.0264 0.0252 0.0244 0.0459 0.0464 0.0352
Fo
17
18 (2; 10) 0.0242 0.0237 0.0243 0.0251 0.0247 0.0230 0.0455 0.0459 0.0329
19
20
rP
21 (3; 10) 0.0217 0.0209 0.0240 0.0249 0.0242 0.0202 0.0453 0.0435 0.0314
22
23
24 (4; 10) 0.0180 0.0167 0.0218 0.0244 0.0223 0.0153 0.0449 0.0395 0.0286

ee
25
26 (4; 15) 0.0166 0.0155 0.0192 0.0221 0.0193 0.0146 0.0444 0.0363 0.0284

27 (4; 25) 0.0139 0.0119 0.0104 0.0139 0.0108 0.0102 0.0372 0.0352 0.0281
28
rR
29 (4; 30) 0.0023 0.0094 0.0017 0.0128 0.0099 0.0012 0.0371 0.0346 0.0280
30
31
32
33
ev
34
35
iew
37 = 2, = 0.9871, and = 3
38
39
SRS RSS M RSS

M LE b

M om b

GBayes
41 (2; 5) 1.0000 0.5720 0.8878 0.5033 0.7821 0.6441 0.6809 0.6569 0.6706
42
43 (2; 10) 1.0000 0.7694 0.9384 0.7555 0.8205 0.7052 0.8894 0.8525 0.8242
On
44
45 (3; 10) 1.0000 0.8462 0.9519 0.8368 0.8849 0.8846 0.9286 0.9417 0.9317
46
47
(4; 10) 1.0000 0.8760 0.9587 0.8771 0.8999 0.9008 1.0231 0.9429 0.9897
ly
48
49 (4; 15) 1.0000 0.9036 0.9608 0.9156 0.9159 0.9156 1.0149 0.9994 1.0054
50 (4; 25) 1.0000 0.9412 0.9638 0.9478 0.9431 0.9421 1.0120 1.1093 1.0141
51 (4; 30) 1.0000 0.9535 0.9767 0.9555 0.9559 0.9539 1.0129 1.1157 1.0149
52
53
54
55
56
57
19
58
59
60

1
2
3
4
5
6
7
8
9
11 = 2, = 0.9871, and = 3
14
15 M LE(SRS) vs M om(SRS ) 0.1904 0.2802 0.3382 0.3658 0.3940 0.4398 0.4522
16 M LE(SRS) vs GBayes(SRS) 0.0478 0.0644 0.0836 0.0872 0.1054 0.1448 0.1494
Fo
17
18
19 M LE(SRS) vs M LE(RSS) 0.359 0.3656 0.3722 0.3736 0.3828 0.3920 0.431
20 M LE(SRS) vs M om(RSS) 0.3494 0.3662 0.3720 0.3748 0.3816 0.3892 0.4158
rP
21 M LE(SRS) vs. GBayes(RSS) 0.3416 0.3576 0.3656 0.3700 0.3768 0.3790 0.3800
22
23
24 b
M LE(SRS) vs
M LE(M RSS) 0.4944 0.5402 0.5498 0.5612 0.5620 0.5670 0.5678
ee
25 b
26 M LE(SRS) vs
M om(M RSS ) 0.4770 0.5278 0.5426 0.5566 0.5576 0.5661 0.5662
27 b
M LE(SRS) vs
GBayes(M RSS) 0.4190 0.497 0.5126 0.5356 0.551 0.5524 0.5590
28
rR
29
30 M om(SRS) vs GBayes(SRS) 0.0696 0.1216 0.162 0.2028 0.2744 0.3444 0.3466
31
32
M om(SRS) vs M LE(RSS) 0.3688 0.3748 0.3776 0.3778 0.3834 0.3990 0.4480
33
ev
34 M om(SRS) vs M om(RSS) 0.3590 0.3738 0.3766 0.3768 0.3834 0.3950 0.4306

35 M om(SRS) vs GBayes(RSS) 0.3516 0.3648 0.3686 0.3738 0.3790 0.3832 0.3968
36
iew
37
38 b
M om(SRS) vs
M LE(M RSS) 0.4859 0.5488 0.5592 0.5644 0.5684 0.5696 0.5706
39 b
40
M om(SRS) vs
M om(M RSS) 0.4999 0.5308 0.5520 0.5592 0.564 0.5676 0.5700
41 b
M om(SRS) vs
GBayes(M RSS) 0.4394 0.5068 0.5222 0.5434 0.5532 0.5554 0.5584
42
43
On
44 GBayes(SRS) vs M LE(RSS ) 0.3828 0.3864 0.3880 0.3902 0.3960 0.4182 0.5058

45 GBayes(SRS) vs M om(RSS ) 0.3830 0.3856 0.3886 0.3892 0.3898 0.4160 0.4810
46
47
GBayes(SRS) vs. GBayes(RSS) 0.3766 0.3784 0.3790 0.3800 0.3864 0.4036 0.4516
ly
48
49 b
GBayes(SRS) vs
M LE(M RSS) 0.5686 0.5704 0.5712 0.5736 0.5778 0.5864 0.5888
50
51
b
GBayes(SRS) vs
M om(M RSS) 0.5516 0.5554 0.5696 0.5732 0.5764 0.5768 0.5770
52 b
GBayes(SRS) vs
GBayes(M RSS) 0.4978 0.5360 0.5410 0.5566 0.5586 0.5658 0.5668
53
54
55
56
57
20
58
59
60

1
2
3
4
5
6
7
8
9
10
11
12
13
15 = 2, = 0.9871, and = 3
Fo
18
19
M LE(RSS ) vs M om(RSS) 0.3254 0.4548 0.4656 0.4912 0.4934 0.4934 0.5034
20 M LE(RSS ) vs GBayes(RSS) 0.0666 0.1428 0.1480 0.184 0.2056 0.2364 0.2462
rP
21
22 b
23 M LE(RSS ) vs
M LE(M RSS) 0.5756 0.6584 0.6924 0.6926 0.6976 0.7004 0.7038
24 b
M LE(RSS ) vs
M om(M RSS) 0.5502 0.6496 0.6876 0.6894 0.6900 0.6946 0.6970
ee
25
b
M LE(RSS ) vs
GBayes(M RSS) 0.4806 0.6298 0.6514 0.6780 0.6842 0.6850 0.6908
26
27
28 M om(RSS) vs GBayes(RSS) 0.2600 0.4472 0.4480 0.4490 0.4688 0.4740 0.4802
rR
29
30
31 b
M om(RSS) vs
M LE(M RSS) 0.594 0.6642 0.6912 0.6870 0.6960 0.6978 0.7010
32 b
33 M om(RSS) vs
M om(M RSS) 0.5740 0.6510 0.684 0.6846 0.6884 0.6894 0.6896
ev
34 b
M om(RSS) vs
GBayes(M RSS) 0.5028 0.6326 0.6552 0.6724 0.6810 0.6814 0.6842
35
36
b
GBayes(RSS) vs
M LE(M RSS) 0.5647 0.5684 0.5692 0.5707 0.5739 0.5811 0.5933
iew
37
38 b
39
GBayes(RSS) vs
M om(M RSS) 0.5198 0.5260 0.5328 0.5490 0.5510 0.5520 0.5740
40 b
GBayes(RSS) vs
GBayes(M RSS) 0.5480 0.5568 0.5684 0.5864 0.5878 0.5892 0.5974
41
42
43
On
44 b
b
M LE(M RSS) vs
M om(M RSS) 0.4990 0.5020 0.5040 0.5088 0.5130 0.5358 0.5360
45 b b
46
M LE(M RSS) vs
GBayes(M RSS) 0.4722 0.4874 0.4942 0.5168 0.5260 0.5276 0.5536
47
ly
48 b
b
M om(M RSS) vs
GBayes(M RSS) 0.5028 0.6326 0.6552 0.6724 0.6810 0.6814 0.6842
49
50
51
52
53
54
55
56
57
21
58
59
60

1
2
3
4
5
6
7
8
9
10
11
Table 9: Bias comparison between estimators of when = 1, = 0.5, = 3.40364 and
12
13 =1
14
SRS RSS M RSS
b b b e e e b
b
b
16
Fo
17 (2; 5) 0.1680 0.1662 0.0419 0.1388 0.1525 0.0328 0.1581 0.1604 0.07634
18 (2; 10) 0.0774 0.0878 0.0215 0.0631 0.0824 0.0177 0.0756 0.0878 0.0398
19
20 (3; 10) 0.0471 0.0589 0.0111 0.0390 0.0556 0.0109 0.0496 0.0620 0.0343
rP
21
22
23 (4; 10) 0.0372 0.0473 0.0105 0.0246 0.0381 0.0088 0.0403 0.0501 0.0329
24 (4; 15) 0.0255 0.0346 0.0080 0.0130 0.0232 0.0026 0.0238 0.0357 0.0190
ee
25 (4; 25) 0.0120 0.0187 0.0027 0.0092 0.0186 0.0020 0.0138 0.0194 0.0106
26
27 (4; 30) 0.0119 0.0168 0.0020 0.0077 0.0133 0.0017 0.0128 0.0169 0.0102
28
rR
29
30
31
32
33
ev
34
36
= 0.5, = 3.40364 and = 1
iew
37
38 SRS RSS M RSS
b b b e e e b
b
b
40
41 (2; 5) 1.0000 0.8621 0.5025 0.5996 0.7921 0.3823 0.9273 0.8181 0.5989
42 (2; 10) 1.0000 0.8724 0.7054 0.6164 0.8118 0.6067 0.9579 0.8818 0.8185
43
On
44
(3; 10) 1.0000 0.8904 0.7953 0.6370 0.8513 0.6128 0.9859 0.9434 0.9517
45
46
47 (4; 10) 1.0000 0.8999 0.8366 0.6746 0.8620 0.5737 1.0158 1.0328 0.9664
ly
48 (4; 15) 1.0000 0.9432 0.8852 0.7243 0.8811 0.6095 1.0298 1.0333 0.9830
49 (4; 25) 1.0000 0.9636 0.9363 0.7670 0.9033 0.6310 1.0379 1.0464 0.9881
50
51 (4; 30) 1.0000 0.9916 0.9369 0.8016 0.9438 0.7656 1.0451 1.0533 1.0135
52
53
54
55
56
57
22
58
59
60

1
2
3
4
5
6
7
8
9 Table 11: PN comparison between different estimators of when = 1, = 0.5, =
10 3.40364 and = 1
13 vs
M om(SRS) 0.4326 0.5376 0.5740 0.5794 0.5864 0.5974 0.6072
14 M LE(SRS)
15
vs 0.4202 0.4384 0.4602 0.4650 0.4682 0.4806 0.4848
M LE(SRS) Bayes(SRS)
16
Fo
17
18 M LE(SRS)
vs e
M LE(RSS) 0.4272 0.4282 0.4328 0.4382 0.4418 0.4680 0.4734
19 vs e
M om(RSS) 0.4800 0.4868 0.5168 0.5202 0.5222 0.5320 0.5486
M LE(SRS)
20 e
vs Bayes(RSS) 0.3952 0.4198 0.4206 0.4248 0.4276 0.4314 0.4488
rP
21 M LE(SRS)
22
b
23
M LE(SRS)
vs
M LE(M RSS) 0.4918 0.4924 0.4966 0.5004 0.5008 0.5074 0.5090
24
b
vs
ee
25
M LE(SRS)
M om(M RSS) 0.4916 0.5204 0.5440 0.5524 0.5544 0.5678 0.5724
26 b
27 vs
Bayes(M RSS) 0.4568 0.4822 0.4934 0.4974 0.5008 0.5016 0.5044
M LE(SRS)
28
rR
29
30 M om(SRS)
vs Bayes(SRS) 0.3670 0.3744 0.3758 0.3762 0.3794 0.3926 0.4009
31
32 vs e
M LE(RSS) 0.3764 0.3806 0.3848 0.3888 0.4036 0.4216 0.4816
M om(SRS)
33 vs e
ev
34 M om(SRS)
M om(RSS) 0.4558 0.4676 0.4704 0.4726 0.4744 0.4790 0.4914
35 vs e
Bayes(RSS) 0.3692 0.3704 0.3720 0.3794 0.3826 0.4062 0.4268
M om(SRS)
36
iew
37
b
38 M om(SRS)
vs
M LE(M RSS) 0.4372 0.4440 0.4470 0.4646 0.4650 0.4660 0.4958
39
b
40 M om(SRS)
vs
M om(M RSS) 0.4842 0.4998 0.5022 0.5022 0.5052 0.5084 0.5112
b
41
M om(SRS)
vs
Bayes(M RSS) 0.4352 0.4444 0.4462 0.4554 0.4572 0.4582 0.4660
42
43
On
44 vs e
M LE(RSS) 0.4410 0.4468 0.4506 0.4608 0.4798 0.4898 0.5380
Bayes(SRS)
45 e
46 Bayes(SRS)
vs M om(RSS) 0.5166 0.5260 0.5412 0.5430 0.5440 0.5530 0.5539
47 vs e
0.4334 0.4356 0.4370 0.4410 0.4706 0.4800 0.4991
Bayes(SRS) Bayes(RSS)
ly
48
49
b
50 Bayes(SRS)
vs
M LE(M RSS) 0.4954 0.4990 0.5100 0.5242 0.5252 0.5458 0.5540
51
b
52 Bayes(SRS)
vs
M om(M RSS) 0.4950 0.4973 0.5514 0.5610 0.5692 0.5794 0.5799
b
53
Bayes(SRS)
vs
Bayes(M RSS) 0.4965 0.4981 0.5064 0.5104 0.5218 0.5188 0.5219
54
55
56
57
23
58
59
60

1
2
3
4
5
6
7
8
9
10
11
12
Table 12: PN comparison between different estimators of when = 1, = 0.5, =
13
3.40364 and = 1
14
15
(cycle size; number of cycles)
Fo
17 e
M LE(RSS) vs e
M om(RSS) 0.4904 0.5802 0.5866 0.6220 0.6292 0.6394 0.6542
18
19 e
e
vs 0.4344 0.4572 0.4622 0.4672 0.4884 0.4944 0.4950
M LE(RSS) Bayes(RSS)
20
rP
21
e b
22 M LE(RSS) vs
M LE(M RSS) 0.5230 0.5542 0.5650 0.5696 0.5760 0.5756 0.5848
e b
23
24
M LE(RSS) vs
M om(M RSS) 0.5210 0.5888 0.5974 0.6298 0.6322 0.6324 0.6430
e b
M LE(RSS) vs
ee
25 Bayes(M RSS) 0.4920 0.5486 0.5642 0.5654 0.5698 0.5722 0.5834

26
27
28 e
M om(RSS) vs e
Bayes(RSS) 0.3378 0.3578 0.3618 0.3660 0.3832 0.3876 0.3878
rR
29
30 b
31 eM om(RSS) vs
M LE(M RSS) 0.5420 0.5476 0.5487 0.5482 0.5494 0.5516 0.5523
32 b
33 M om(RSS)
vs
M om(M RSS) 0.5088 0.5230 0.5296 0.5308 0.5326 0.5384 0.5452
ev
b
34
M om(RSS)
vs
Bayes(M RSS) 0.5042 0.5428 0.5477 0.5482 0.5483 0.5484 0.5504
35
36
e b
Bayes(RSS) vs
iew
37 M LE(M RSS) 0.5654 0.5762 0.5776 0.5816 0.5852 0.5878 0.5908

38
e b
39 Bayes(RSS) vs
M om(M RSS) 0.5612 0.5612 0.5617 0.5634 0.5638 0.5642 0.5662
40
e b
41 Bayes(RSS) vs
Bayes(M RSS) 0.5382 0.5634 0.5742 0.5762 0.5816 0.5828 0.5864
42
43
On
44 b
45 vs
M om(M RSS) 0.4766 0.4840 0.5076 0.5124 0.5178 0.5254 0.5480
M LE(M RSS)
46 b
47 M LE(M RSS)
vs
Bayes(M RSS) 0.4074 0.4240 0.4316 0.4378 0.4514 0.4594 0.4626
ly
48
49 b
b
50 M om(M RSS) vs
Bayes(M RSS) 0.4502 0.4728 0.4778 0.4814 0.4818 0.4830 0.5042
51
52
53
54
55
56
57
24
58
59
60

1
2
3
4
5
6
7
8
9
10
11 Table 13: Bias comparison between estimators of when = 1, = 0.5, = 3.40364,
12 and = 1
13 SRS RSS M RSS

M LE b
b
M om
GBayes
15
16 (2; 5) 0.0707 0.0806 0.0525 0.0516 0.0603 0.0342 0.0495 0.041 0.0472
Fo
17
18 (2; 10) 0.0639 0.0708 0.04741 0.0472 0.0498 0.0291 0.0471 0.0342 0.0403
19
20
rP
21 (3; 10) 0.0382 0.0476 0.0295 0.0468 0.0366 0.0264 0.0426 0.0296 0.0384
22
23
24 (4; 10) 0.0299 0.0374 0.0239 0.0458 0.0251 0.0222 0.0409 0.0254 0.0349
ee
25
26 (4; 15) 0.0192 0.0259 0.0207 0.0321 0.0207 0.0156 0.0390 0.0234 0.0271

27
28
(4; 25) 0.0088 0.0133 0.0146 0.0264 0.0125 0.0125 0.0323 0.0229 0.0211

rR
29 (4; 30) 0.0086 0.0040 0.0056 0.0157 0.0059 0.0019 0.0233 0.0117 0.0114
30
31
32
33
ev
34
35
36
Table 14: Bias comparison between estimators of when = 1, = 0.5, = 3.40364,
iew
37
and = 1
38
39
SRS RSS M RSS

M LE b

M om b

GBayes
41 (2; 5) 1.0000 0.6901 0.6779 0.8878 0.8126 0.6267 0.7046 0.6191 0.4491
42
43 (2; 10) 1.0000 0.7961 0.8188 0.9384 0.8886 0.7311 0.7767 0.8962 0.7542
On
44
45 (3; 10) 1.0000 0.8337 0.8345 0.9519 0.9319 0.8120 1.0294 0.9716 0.9888
46
47
(4; 10) 1.0000 0.8642 0.8779 0.9587 0.9278 0.8341 1.0296 0.9883 1.0029
ly
48
49 (4; 15) 1.0000 0.9520 0.9205 0.9608 0.9625 0.8370 1.0347 0.9891 1.0231
50 (4; 25) 1.0000 0.9549 0.9565 0.9638 0.9866 0.8530 1.0352 1.0290 1.0333
51 (4; 30) 1.0000 0.9736 0.9663 0.9767 0.9892 0.8676 1.0362 1.0314 1.0363
52
53
54
55
56
57
25
58
59
60

1
2
3
4
5
6
7
8
9
11 = 0.5, = 3.40364, and = 1
14
15 M LE(SRS) vs M om(SRS ) 0.4520 0.5272 0.5542 0.5588 0.5642 0.5808 0.5818
16 M LE(SRS) vs GBayes(SRS) 0.3278 0.3776 0.4230 0.4322 0.4704 0.4960 0.4968
Fo
17
18
19 M LE(SRS) vs M LE(RSS) 0.3640 0.3724 0.3788 0.3862 0.3908 0.43 0.4532
20 M LE(SRS) vs M om(RSS) 0.4158 0.4237 0.4400 0.4434 0.4462 0.4478 0.4574
rP
21 M LE(SRS) vs GBayes(RSS) 0.3656 0.3672 0.3712 0.3774 0.3834 0.415 0.4164

22
23
24 b
M LE(SRS) vs
M LE(M RSS) 0.3498 0.3548 0.357 0.3606 0.3654 0.3934 0.4184
ee
25 b
26 M LE(SRS) vs
M om(M RSS ) 0.3576 0.3600 0.3608 0.3652 0.3680 0.3698 0.4136
27 b
M LE(SRS) vs
GBayes(M RSS) 0.3494 0.3516 0.3546 0.3586 0.3644 0.3872 0.3946
28
rR
29
30 M om(SRS) vs GBayes(SRS) 0.4024 0.4068 0.4100 0.4128 0.4144 0.4166 0.4222
31
32
M om(SRS) vs M LE(RSS) 0.3402 0.3426 0.3486 0.3584 0.3650 0.3694 0.3906
33
ev
34 M om(SRS) vs M om(RSS) 0.3976 0.3984 0.4100 0.4160 0.4202 0.4502 0.4507

35 M om(SRS) vs GBayes(RSS) 0.3280 0.3382 0.3426 0.3522 0.3560 0.3788 0.4220
36
iew
37
38 b
M om(SRS) vs
M LE(M RSS) 0.4254 0.5312 0.5344 0.5349 0.5442 0.5564 0.5578
39 b
40
M om(SRS) vs
M om(M RSS) 0.4329 0.5370 0.5384 0.5414 0.5560 0.5599 0.6002
41 b
M om(SRS) vs
GBayes(M RSS) 0.4322 0.5416 0.5516 0.5532 0.5542 0.5545 0.5554
42
43
On
44 GBayes(SRS) vs M LE(RSS ) 0.2336 0.3314 0.3322 0.3332 0.3416 0.3516 0.3964

45 GBayes(SRS) vs M om(RSS ) 0.3896 0.4542 0.4550 0.4622 0.4764 0.4888 0.4892
46
47
GBayes(SRS) vs GBayes(RSS) 0.3326 0.3638 0.3820 0.3886 0.3908 0.4338 0.4530
ly
48
49 b
GBayes(SRS) vs
M LE(M RSS) 0.4221 0.4602 0.4654 0.5075 0.5376 0.5403 0.5453
50
51
b
GBayes(SRS) vs
M om(M RSS) 0.4526 0.4646 0.4996 0.5307 0.5453 0.5453 0.5455
52 b
GBayes(SRS) vs
GBayes(M RSS) 0.4998 0.4580 0.5036 0.5372 0.5378 0.5401 0.5431
53
54
55
56
57
26
58
59
60

1
2
3
4
5
6
7
8
9
10
11
12
13
15 = 0.5, = 3.40364, and = 1
Fo
18
19
M LE(RSS) vs M om(RSS) 0.4798 0.5594 0.5958 0.6060 0.6136 0.6292 0.6326
20 M LE(RSS) vs GBayes(RSS) 0.3438 0.4510 0.4684 0.4686 0.4874 0.4984 0.5058
rP
21
22 b
23 M LE(RSS) vs
M LE(M RSS) 0.4480 0.4728 0.4732 0.4752 0.4774 0.4788 0.4828
24 b
M LE(RSS) vs
M om(M RSS) 0.4624 0.4774 0.4854 0.4866 0.4886 0.4944 0.4969
ee
25
b
M LE(RSS) vs
GBayes(M RSS) 0.4252 0.4436 0.4688 0.469 0.4736 0.4736 0.4794
26
27
28 M om(RSS) vs GBayes(RSS) 0.3136 0.3680 0.3500 0.3798 0.3904 0.3998 0.4094
rR
29
30
31 b
M om(RSS) vs
M LE(M RSS) 0.3962 0.4032 0.4066 0.4096 0.4233 0.4352 0.4658
32 b
33 M om(RSS) vs
M om(M RSS) 0.3997 0.43 0.3998 0.4009 0.4032 0.4144 0.4602
ev
34 b
M om(RSS) vs
GBayes(M RSS) 0.3892 0.4352 0.3892 0.3998 0.4020 0.4042 0.4274
35
36
b
GBayes(RSS) vs
M LE(M RSS) 0.5460 0.5476 0.5483 0.5485 0.5587 0.5740 0.5972
iew
37
38 b
39
GBayes(RSS) vs
M om(M RSS) 0.5606 0.5608 0.5617 0.5628 0.5699 0.5769 0.5899
40 b
GBayes(RSS) vs
GBayes(M RSS) 0.5132 0.5467 0.5457 0.5476 0.5481 0.5483 0.5486
41
42
43
On
44 b
b
M LE(M RSS) vs
M om(M RSS) 0.4420 0.4480 0.4904 0.5309 0.5368 0.5401 0.5403
45 b b
46
M LE(M RSS) vs
Bayes(M RSS) 0.4332 0.4682 0.4910 0.5064 0.5419 0.5462 0.5486
47
ly
48 b
b
M om(M RSS) vs
GBayes(M RSS) 0.5038 0.5399 0.6020 0.6042 0.6274 0.6502 0.6778
49
50
51
52
53
54
55
56
57
27
58
59
60

1
2
3
4
5
6
7
8 REFERENCES
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10
11
Al-Saleh, M. F. and Al-Kadiri, M. (2000). Double ranked set sampling.
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14 Al-Saleh, M. F. and Muttlak, H. A. (1998). A Note in Bayesian Estimation
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18 Al-Saleh, M. F and Samawi, H., (2004). Estimation Using Bivariate Ex-
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20 treme Ranked Set Sampling With Application to the Bivariate Normal
rP
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23 Bain, L. J., and Antle, C. E. (1967). Estimation of Parameters in the
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26 Billman, B. R., Antle, C. E., and Bain, L. J. (1972). Statistical Inference
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28
from Censored Weibull Samples, Technometrics, 14, 831-840.
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30 Cohen, A. C. (1965). Maximum likelihood estimation in the Weibull dis-
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34 Dell, T. R. and Clutter, J. L. (1972). Ranked set sampling theory with

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order statistics background. Biometrics, 28, 545-555.
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Harter, H. L. and Moore, A. H. (1965). Point and Interval Estimation,
39 Based on m-order Statistics, for the scale Parameter of a Weibull Pop-
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42 Harter, H. L. and Moore, A. H. (1968). Maximum Likelihood Estima-
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45 Asymptotic Distribution of Extreme Values. Journal of the American
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Hossain, A. M., Zimmer, W. J., (2003). Comparison of estimation methods
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Lavine, M. (1999). The Bayesics of Ranked Set Sampling. J. of Environ-
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8 Mann, N. R. (1968). Point estimation procedures for the two-parameter
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11 10, 231-256.
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13 McIntyre, G. A. (1952). A method of unbiased selective sampling, using
14 ranked sets, Australian J. Agricultural Research, 3, 385-390.
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16 Newby, M. J. (1980). The Properties of Moment Estimators for the Weibul
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17 Distribution Based on the Sample Coefficient of Variation, Technomet-

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rics, 22, 187-194.
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Samawi. H. (1996). Stratified Ranked Set Sampling, Pakistan J. of stat.,
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22 12, 9-16.
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24 Samawi. H., Ahmed, M., and Abu-Dayyeh, W. (1996). Estimating the
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25 population mean using extreme ranked set sampling, Biometrical. J.

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38, 5, 577-586
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Samawi. H., Muttlak, H. (1996). Estimation of ratio using rank set sam-
rR
29
30 pling. Biometrical. J, 36, 6, 753-764.
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32 Soliman, A. A., Abd Ellah, A. H., Sultan, K. S. (2006). Comparison of
33 estimates using record statistics from Weibull model: Bayesian and
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34 non-Bayesian approaches, Computational Statistics and Data Analysis,

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36 51, 2065-2077.
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38 Takahasi, K., Wakimoto, K. (1968) On unbiased estimates of the population
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59
60

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Communications in Statistics Theory and Methods

Bayes Estimation of Weibull Distribution Parameters Using

Journal: Communications in Statistics Theory and Methods

Manuscript ID: LSTA-2009-0199.R1

Manuscript Type: Original Paper

Date Submitted by the

Complete List of Authors: Helu, Amal; University of Jordan

Abu-Salih, Muhammad; Amman Arab University for Graduate

Weibull Distribution, Ranked Set Sampling, Simple Random Sample,

Estimation of the parameters of Weibull distribution is considered

moments (Mom), and Bayes. Comparison between estimators is

URL: http://mc.manuscriptcentral.com/lsta E-mail: comstat@univmail.cis.mcmaster.ca

21 Department of mathematics, University of Jordan

44 Likelihood (M L), Method of moments (M om), and Bayes. Comparison be-

URL: http://mc.manuscriptcentral.com/lsta E-mail: comstat@univmail.cis.mcmaster.ca

17 (1965) used the maximum likelihood method (M L) to derive estimators for

34 cost efficient alternative to Simple Random Sampling (SRS). Takahasi and

44 fine an estimator of population mean in the case of a symmetric distribution.

URL: http://mc.manuscriptcentral.com/lsta E-mail: comstat@univmail.cis.mcmaster.ca

17 In addition to deriving the estimators, their performance is also to be

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37 The marginal posterior p.d.f. of is:

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17 x(1)1 x(2)1 . . . . . . x(m)1

34 n = k m, is obtained for analysis, andour RSS sample using k cycleseach

37 independent with p.d.f. equal to p.d.f. of X(i) and given by:

44 Let Y= (Y1 , Y2 , ..., Yk ) , then the conditional joint p.d.f. of Y given =

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29 Using the set up in section 3, we get the M LE of the parameters and ,

44 3.2 Moment Estimation

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25 sample and from equation (18) we get

34 3.3 Bayes Estimation

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25 To get the M LE of the parameters and in case of M RSS we differentiate

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21 Equation (30) gives

37 posterior distributions of and .

44 For fixed = 3 and = 2 a random sample of size 1000 is chosen from

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34 = 0.5 given = 3.4036 are reported.

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29 The estimators based on M RSS outperform those based on SRS when

44 of the estimators based on SRS.

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21 form the estimators based on SRS.

34 to use the estimators based on M RSS

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25 Bayes(M RSS) 0.5190 0.5524 0.5636 0.5666 0.5674 0.5704 0.5778

37 M LE(M RSS) 0.5532 0.5582 0.5708 0.5716 0.5716 0.5820 0.5898

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34 M om(SRS) vs M om(RSS) 0.3590 0.3738 0.3766 0.3768 0.3834 0.3950 0.4306

44 GBayes(SRS) vs M LE(RSS ) 0.3828 0.3864 0.3880 0.3902 0.3960 0.4182 0.5058

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