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Bayesian estimation and prediction based on Rayleigh sample quantiles

✍ Scribed by Arturo J. Fernández


Publisher
Springer Netherlands
Year
2009
Tongue
English
Weight
174 KB
Volume
44
Category
Article
ISSN
0033-5177

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A point estimation procedure based on the maximum entropy principle for (h, ¢) entropies is proposed using sample quantiles. These estimators are efficient and asymptotically normal under standard regularity conditions. A test for goodness-of-fit is constructed, being the corresponding statistic asy