Estimating moments of the minimum order
β
Jean-FranΓ§ois Angers; Duncan K. H. Fong
π
Article
π
1994
π
John Wiley and Sons
π
English
β 487 KB
Let Yi -N(Bi, o?), i = 1, . . . , p, be independently distributed, where Bi and of are unknown. A Bayesian approach is used to estimate the first two moments of the minimum order statistic, W = min( Y I , . . . , Y,). In order to compute the Bayes estimates, one has to evaluate the predictive densit