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Revista Colombiana de Estadística

Print version ISSN 0120-1751

Rev.Colomb.Estad. vol.38 no.1 Bogotá Jan./July 2015

https://doi.org/10.15446/rce.v38n1.48803 

http://dx.doi.org/10.15446/rce.v38n1.48803

Simulation Studies of a Hölder Perturbation in a New Estimator for Proportion Considering Extra-Binomial Variability

Estudios de simulación de una perturbación Hölder en un nuevo estimador deproporción considerando la variabilidad extra-binomial

AUGUSTO MACIEL DA SILVA1, MARCELO ANGELO CIRILLO2

1Universidade Federal de Santa Maria, Centro de Ciências Naturais e Exatas, Departamento de Estatística, Santa Maria, Brasil. Professor. Email: augusto.silva@ufsm.br
2Universidade Federal de Lavras, Departamento de Ciências Exatas, Lavras, Brasil. Professor. Email: macufla@dex.ufla.br


Abstract

This present work aims to propose an estimator in order to estimate the probability of success of a binomial model that incorporates the extra-binomial variation generated by zero-inflated samples. The construction of this estimator was carried out with a theoretical basis given by the Holder function and its performance was evaluated through Monte Carlo simulation considering different sample sizes, parametric values (π), and excess of zero proportions (γ). It was concluded that for the situations in (γ = 0.20) and (γ = 0.50) that the proposed estimator presents promising results based on the specified margin of error.

Key words: Binomial Distribution, Monte Carlo simulation, Robust Estimator, Robustness.


Resumen

El presente trabajo tiene como objetivo proponer un estimador para estimar la probabilidad de éxito de un modelo binomial que incorpora la variación extra-binomial generada por muestras cero-inflados. La construcción de este estimador se llevó a cabo con una base teórica dada por la función Holder y su desempeño fue evaluado a través de la simulación de Monte Carlo considerando diferentes tamaños de muestra, valores paramétricos (π), y el exceso de proporciones cero (γ). Se concluyó que para las situaciones en (γ = 0,20) y (γ = 0,50) que el estimador propuesto presenta resultados prometedores basados en el margen de error especificado..

Palabras clave: distribución binomial, estimador robusto, simulación Monte Carlo, robustez.


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References

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[Recibido en diciembre de 2013. Aceptado en octubre de 2014]

Este artículo se puede citar en LaTeX utilizando la siguiente referencia bibliográfica de BibTeX:

@ARTICLE{RCEv38n1a05,
    AUTHOR  = {Maciel da Silva, Augusto and Angelo Cirillo, Marcelo},
    TITLE   = {{Simulation Studies of a Hölder Perturbation in a New Estimator for Proportion Considering Extra-Binomial Variability}},
    JOURNAL = {Revista Colombiana de Estadística},
    YEAR    = {2015},
    volume  = {38},
    number  = {1},
    pages   = {93-105}
}