Related papers: Efficient estimation of relative risk, odds ratio …
Given two populations from which independent binary observations are taken with parameters $p_1$ and $p_2$ respectively, estimators are proposed for the relative risk $p_1/p_2$, the odds ratio $p_1(1-p_2)/(p_2(1-p_1))$ and their logarithms.…
Two sequential estimators are proposed for the odds p/(1-p) and log odds log(p/(1-p)) respectively, using independent Bernoulli random variables with parameter p as inputs. The estimators are unbiased, and guarantee that the variance of the…
Confidence interval performance is typically assessed in terms of two criteria: coverage probability and interval width (or margin of error). In this paper, we assess the performance of four common proportion interval estimators: the Wald,…
The Risk Ratio (RR) is the ratio of the outcome among the exposed to risk of the outcome among the unexposed. This is a simple concept, which makes one wonder why it has not gained the same popularity as the odds ratio. Using logistic…
Some ratio estimators for estimating the population mean of the variable under study, which make use of information regarding the population proportion possessing certain attribute, are proposed. Under simple random sampling without…
We consider the general problem of estimating probabilities which arise as a union of dependent events. We propose a flexible series of estimators for such probabilities, and describe variance reduction schemes applied to the proposed…
A naive likelihood ratio (LR) estimation using the observed frequencies of events can overestimate LRs for infrequent data. One approach to avoid this problem is to use a frequency threshold and set the estimates to zero for frequencies…
We proposed new and more efficient estimators for estimating population proportion of respondents belonging to two related sensitive attributes in survey sampling by extending the work of Mangat (1994). Our proposed estimators are more…
This paper considers the problem of simultaneously estimating rare-event probabilities for a class of Gaussian random fields. A conventional rare-event simulation method is usually tailored to a specific rare event and consequently would…
This paper investigates the efficiency of an alternative to ratio estimator under the super population model with uncorrelated errors and a gamma-distributed auxiliary variable. Comparisons with usual ratio and unbiased estimators are also…
The generalized log-gamma (GLG) model is a very flexible family of distributions to analyze datasets in many different areas of science and technology. In this paper, we propose estimators which are simultaneously highly robust and highly…
We consider perpetuities of the form D = B_1 exp(Y_1) + B_2 exp(Y_1+Y_2) + ... where the Y_j's and B_j's might be i.i.d. or jointly driven by a suitable Markov chain. We assume that the Y_j's satisfy the so-called Cramer condition with…
Improving Importance Sampling estimators for rare event probabilities requires sharp approx- imations of the optimal density leading to a nearly zero-variance estimator. This paper presents a new way to handle the estimation of the…
In this paper we have suggested a family of estimators for the population mean when study variable itself is qualitative in nature. Expressions for the bias and mean square error (MSE) of the suggested family have been obtained. An…
Improving Importance Sampling estimators for rare event probabilities requires sharp approximations of conditional densities. This is achieved for events E_{n}:=(f(X_{1})+...+f(X_{n}))\inA_{n} where the summands are i.i.d. and E_{n} is a…
We present a complete framework for determining the asymptotic (or logarithmic) efficiency of estimators of large deviation probabilities and rate functions based on importance sampling. The framework relies on the idea that importance…
We propose a class of estimators for the parameters of a GARCH(p,q) sequence. We show that our estimators are consistent and asymptotically normal under mild conditions. The quasi-maximum likelihood and the likelihood estimators are…
This article provides a critical review of the main methods used to produce conservative estimators of probabilities of rare events, or critical failures, for reliability and certification studies in the broadest sense. These probabilities…
Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…
An effective two-stage method for an estimation of parameters of the linear regression is considered. For this purpose we introduce a certain quasi-estimator that, in contrast to usual estimator, produces two alternative estimates. It is…