Modified ratio cum regression estimators using conventional and non-conventional parameters

Abstract

In this paper we propose some modified ratio cum regression estimators using conventional and non-conventional parameters. We study the sampling properties of the proposed class of estimators up to approximation of order one using Taylors series expansion. We compare the suggested class of estimators with the competing class of estimators. The conditions of efficiencies are verified using numerical data. We use numerical illustration to support these theoretical results, thus enriching the sampling theory by the development of new estimators.