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Showing 3 results for Nematollahi
Sedighe Zamani Mehryan, Ali Reza Nematollahi,
Volume 7, Issue 2 (3-2014)
Abstract
In this paper, the pseudo-likelihood estimators and the limiting distribution of the score test statistic associated with several hypothesis tests such as unit root test for the linear regression models with stationary and nonstationary residuals are calculated. The limiting behavior of theses test statistics by using a simpler approach of the original presentation is derived. Also by using a Mont Carlo method, it is shown that the derived pseudo-likelihood estimators are appropriate. The quantiles of the limiting distribution of the test statistic for a unit root are also calculated and a new table is provided which can be used by researchers for the unit root test.
Nader Nematollahi,
Volume 10, Issue 2 (2-2017)
Abstract
In some applied problems we need to choose a population from the given populations and estimate the parameter of the selected population. Suppose k random samples are chosen from k populations with proportional hazard rate model or proportional reversed hazard rate model. According to a specified selection rule, it is desired to estimate the parameter of the best (worst) selected population. In this paper, under the entropy loss function we obtain the uniformly minimum risk unbiased (UMRU) estimator of the parameters of the selected population, and derived sufficient conditions for minimaxity of a given estimator. Then we find the class of admissible and inadmissible linear estimators of the parameters of the selected population and determine the class of dominators of a given estimator. We show that the UMRU estimator is inadmissible and compare the obtained estimators by plotting their risk functions.
Ali Najafi Majid Abadi, Nader Nematollahi,
Volume 14, Issue 2 (2-2021)
Abstract
Judgment post-stratification is a method of using additional information of ranking in the simple random sampling, to increase the efficiency of the estimators of population parameters. In this paper, we use judgment post-stratification instead of simple random sampling in stratums of stratified sampling, and present new estimators for population mean. Then, we compare the proposed estimators with random stratified mean estimator by using a simulation study. The simulation results show that the proposed estimators perform better than the random stratified mean estimator in most of the cases.
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