Asymptotically efficient e s t i m a t o r s a r e developed f o r the problem of estimating a location and a scale p a r a m e t e r , using only the observations between the pth and qth sample quantiles.
โฆ LIBER โฆ
Interval estimation of location and scale parameters based on record values
โ Scribed by Ping Shing Chan
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 390 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
โฆ Synopsis
A conditional method of inference is used to derive exact confidence intervals for the location, scale and quantiles of location-scale family based on the upper record values. We will also discuss the prediction of the future record based on the current record values. For illustrative purpose, the extreme-value distribution is used to demonstrate the inference procedures. We also present a numerical example. (~) 1998 Elsevier Science B.V.
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