New simulation results for the calibration and inverse median estimation problems
作者:
Thomas P. Turiel,
Gerald J. Hahn,
William T. Tucker,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1982)
卷期:
Volume 11,
issue 6
页码: 677-713
ISSN:0361-0918
年代: 1982
DOI:10.1080/03610918208812289
出版商: Marcel Dekker, Inc.
关键词: Calibration problem;inverse median;estimation problem
数据来源: Taylor
摘要:
This paper gives the results of a new simulation study for the familiar calibration problem and the less familiar inverse median estimation problem. The latter arises when one wishes to estimate from a linear regression analysis the value of the independent variable corresponding to a specified value of the median of the dependent variable. For example, from the results of a regression analysis between stress and time to failure, one might wish to estimate the stress at which the median time to failure is 10,000 hours. In the study, the mean square error, Pitman closeness, and probability of overestimation are compared for both the calibration problem and the inverse median estimation problem for (1) the classical estimator, (2) the inverse estimator, and (3) a modified version of an estimator proposed by Naszodi (1978) for both a small sample and a moderately large sample situation.
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