Estimation of the common location parameter of several distributions when their common scale parameter is proportional to with known coefficient of variation by ranked set sampling

Abstract

This article describes a technique that uses ranked set sampling (RSS) of independent but not identically distributed (inid) random variables to estimate the common location parameter µ of several distributions with a common scale parameter that is proportional to µ. For example, we use RSS to estimate the common mean of double exponential and normal distributions with known coefficients of variation. A comparison of the suggested estimator's efficiency utilizing RSS and order statistics of inid random variables is also conducted.