Best linear invariant estimators using ranked set sampling procedure: comparative study Mohammad Z. Raqab , , a, Elies Kouiderb and Qasim M. Al-Shboulb a Department of Mathematics, University of Jordan, Amman 11942 Jordan b Department of Statistics, UAE University, United Arab Emirates Received 1 November 2000; revised 1 June 2001; accepted 1 June 2001 Available online 19 March 2002. Abstract The best linear invariant estimators of the mean, location and scale parameters of the normal, Weibull, power, gamma, Gumbel, and log-logistic distributions are obtained by using ranked-set sampling procedure. The efficiency of the best linear invariant estimator of the mean relative to the simple random sample mean is obtained and tabulated. Also, the efficiencies of these estimators of the location and scale parameters relative to the ordered best linear unbiased estimators for the given distributions are obtained and tabulated for perfect ordering case. Author Keywords: Best linear invariant estimator; Best linear unbiased estimator; Ranked set sample; Relative efficiency; Order statistics; Location and scale parameters