Johnson (1978) and Chen (1995) proposed some modified tests (Johnson's and Chen's respectively) to asses the mean of a positively skewed population. The tests they have been considered for any distribution ranging from normal to a distribution as asymmetric as an exponential. In this paper we...

In this paper, an evaluation of the performance of several confidence interval estimators of the population coefficient of variation (τ) using ranked set sampling compared to simple random sampling is performed. Two performance measures are used to assess the confidence intervals for τ,...

We consider the problem of estimating R=P(XY) where X and Y have independent exponential distributions with parameters θ and λ respectively and a common location parameter μ. Assuming that there is a prior guess or estimate R <Subscript>0</Subscript>, we develop various shrinkage estimators of R that incorporate...</subscript>

We consider the likelihood and Bayesian estimation of the stress-strength reliability based on lower record values from the generalized exponential distribution. The estimators are derived and their properties are studied. Confidence intervals, exact and approximate, as well as the Bayesian...

This paper introduces a shrinkage estimator for the logit model which is a generalization of the estimator proposed by Liu (1993) for the linear regression. This new estimation method is suggested since the mean squared error (MSE) of the commonly used maximum likelihood (ML) method becomes...