On an Iterative Algorithm for Sharpening Sathe’s Upper and Lower Bounds on the Variance of UMVU Estimator in Inverse Sampling

by Miodrag M, Ashok Sahai & Neeraj Tiwari.

Abstract: Sathe, Y. S., (1977) found a new set of sharp upper and lower bounds on the variance of the UMVUE in the case of inverse sampling motivated by the fact that a close-form expression to capture the actual variance is unavailable. This note is motivated by their paper and by their inherent desire to capture that variance possibly more closely using their set of the sharp upper and lower bounds. It was very heartening for the authors to realize that the same is possible. In fact the seminal result achieved by the authors in this note could be used for improving the sharpness of these bounds iteratively till it pleases the one using it for the purpose of being close to the actual variance of the UMVUE in the absence of its capture in the closed-form. The achievement is briefly illustrated through a modest empirical study to bring forth the power of the proposed iterative algorithm for the aforesaid purpose. >Key Words: inverse sampling; minimum variance unbiased estimation; success probability; upper & lower variance bounds

Ashok Sahai, sahai.ashok@gmail.com
Miodrag M Lovric, mlovric@kg.ac.rs
Neeraj Tiwari, kumarn_amo@yahoo.com

Editor: A.M. Abd-Elfattah,a_afattah@hotmail.com

READING THE ARTICLE: You can read the article in portable document (.pdf) format (756798 bytes.)

NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.

This page has been accessed 1578 times since MAY 20, 2011.

Return to the InterStat Home Page.