Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Nonparametric Estimators of Ratio of Scale Parameters Based on Rank-Like Tests

  • Song, Moon-Sup (Department of Computer Science & Statistics, Seoul National University) ;
  • Chung, Han-Young (Department of Computer Science & Statistics, Seoul National University)
  • Published : 1980.12.01
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Abstract

A class of nonparametric estimators of the ratio of scale parameters is proposed. The estimators are based on the distribution-free rank-like test suggested by Fligner and Killeen (1976). An explicit form of the estimator is the median of the ratios of absolute deviations from the combined sample median. A small-sample Monte Carlo study shows that the proposed estimator is more efficient than the Bhattacharyya (1977) estimator. The proposed estimator is is reasonably insensitive to small failures in the assumption of equal medians. A modified estimator is also considered when the meidans are unequal.

Keywords

References

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