Relative Efficiencies of ‘O-BLUE’ Estimators in Simple Linear Regression

Abstract

This article is concerned with the estimators of the parameters of the linear model . The estimation procedure consists of using the Best Linear Unbiased Estimation method applied to ordered samples. These are denoted as “O-BLUE” estimators. The exact efficiences of such linear estimators based on censored samples relative to those based upon complete samples are given for some symmetric distributions as well as some scale contaminated distributions. Further, some percentage relative efficiencies of the estimators are given when normal assumptions are made, but do not hold due to specific scale contamination.