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Bayesian estimation using ranked set sampling. (English) Zbl 0962.62020

Summary: Bayesian estimation of the parameter of a distribution is considered using ranked set sampling (RSS). It is shown that for at least one RSS plan, the Bayes estimator has smaller Bayes risk than the Bayes estimator using simple random sampling (SRS). Furthermore, for exponential families with conjugate prior, the Bayes estimator of the mean using balanced RSS dominates, in terms of its Bayes risk, the Bayes estimator of the mean using SRS. This procedure is used to estimate the average milk yield of four hundreds and two sheep. The empirical efficiency supports the theoretical findings.

MSC:

62F15 Bayesian inference
62F10 Point estimation
62P10 Applications of statistics to biology and medical sciences; meta analysis

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