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Variance Estimation Techniques in Time Scale Survey using Dual Auxiliary Variables: Mathematical and Simulation Approach: Accepted - June 2025

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Detalhes bibliográficos
Resumo:This study improves the usual EWMA framework by incorporating two auxiliary variables, increasing the precision and efficiency of population variance estimates. The efficiency and accuracy of the estimation process are increased by including auxiliary variables, which are external variables that are connected to the variable of interest. Combining the approach with EWMA allows it to better monitor and estimate variation by utilizing the time-weighted component of EWMA as well as the link between the study variable and the auxiliary variables. The MSE of the proposed generalized class of memory type estimators have been obtained upto the first degree of approximation. An empirical study is carried out with the help of two populations to compare the performance of the suggested memory type estimators and the existing estimators in literature practically. To support the theoretical findings, a simulation study has also been conducted.
Autores principais:Kumari, Mamta
Outros Autores:Sharma, Prayas; Singh, Poonam
Assunto:exponentially weighted moving average (EWMA) statistic mean squared error(MSE) percent relative efficiency(PRE) study variable two auxiliary variables variance estimation
Ano:2025
País:Portugal
Tipo de documento:artigo
Tipo de acesso:unknown
Instituição associada:Instituto Nacional de Estatística
Idioma:inglês
Origem:REVSTAT-Statistical Journal
Descrição
Resumo:This study improves the usual EWMA framework by incorporating two auxiliary variables, increasing the precision and efficiency of population variance estimates. The efficiency and accuracy of the estimation process are increased by including auxiliary variables, which are external variables that are connected to the variable of interest. Combining the approach with EWMA allows it to better monitor and estimate variation by utilizing the time-weighted component of EWMA as well as the link between the study variable and the auxiliary variables. The MSE of the proposed generalized class of memory type estimators have been obtained upto the first degree of approximation. An empirical study is carried out with the help of two populations to compare the performance of the suggested memory type estimators and the existing estimators in literature practically. To support the theoretical findings, a simulation study has also been conducted.