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On the bias and variance of some proportion estimators

 

作者: G. J. Mclachlan,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1982)
卷期: Volume 11, issue 6  

页码: 715-726

 

ISSN:0361-0918

 

年代: 1982

 

DOI:10.1080/03610918208812290

 

出版商: Marcel Dekker, Inc.

 

关键词: Mixture distributions;estimation of proportions;minimum-variance estimation;relative efficiency

 

数据来源: Taylor

 

摘要:

Providing certain parameters are known, almost any linear map from RPto R1can be adjusted to yield a consistent and unbiased estimator in the context of estimating the mixing proportion θ on the basis of an unclassified sample of observations taken from a mixture of two p-dimensional distributions in proportions θ and 1-θ. Attention is focused on an estimator proposed recently, θ, which has minimum variance over all such linear maps. Unfortunately, the form of θ depends on the means of the component distributions and the covariance matrix of the mixture distribution. The effect of using appropriate sample estimates for these unknown parameters in forming θ is investigated by deriving the asymptotic mean and variance of the resulting estimator. The relative efficiency of this estimator under normality is derived. Also, a study is undertaken of the performance of a similar type of estimator appropriate in the context where an observed data vector is not an observation from either one or the other onent distributions, but is recorded as an integrated measurement over a surface area which is a mixture of two categories whose characteristics have different statistical distributions.The asymptotic bias in this case is compared with some available practical results.

 

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