Amirkabir University of Technology AUT Journal of Mathematics and Computing 2783-2449 2 1 2021 02 01 Estimation of the parameter of L´evy distribution using ranked set sampling 53 60 4216 10.22060/ajmc.2020.18499.1037 EN Sahar Dorniani Department of Statistics, Roudehen Branch, Islamic Azad University, Tehran, Iran Adel Mohammadpour Department of Mathematics and Computer Science, Amirkabir University of Technology (Tehran Polytechnic), Tehran, Iran Nader Nematollahi Department of Statistics, Allameh Tabataba’i University, Tehran, Iran Journal Article 2020 05 27 Ranked set sampling is a statistical technique for data collection that generally leads to more efficient estimators than competitors based on simple random sampling. In this paper, we consider estimation of scale parameter of L´evy distribution using a ranked set sample. We derive the best linear unbiased estimator and its variance, based on a ranked set sample. Also we compare numerically, variance of this estimator with mean square error of the maximum likelihood, a median based estimator and an estimator based on Laplace transform. It turns out that the best linear unbiased estimator based on ranked set sampling is more efficient than other mentioned estimators. https://ajmc.aut.ac.ir/article_4216_d5ab5ba811740b3515a0a4cf67f44d23.pdf