The use of spacings in the estimation of a scale parameter

✍ Scribed by N. Balakrishnan; N. Papadatos

• Book ID: 104301845
• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 143 KB
• Volume: 57
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(02)00050-0

✦ Synopsis

Linear functions on spacings-instead of linear functions on order statistics-are considered, in order to simplify the form of best linear unbiased estimators (BLUEs) and best linear invariant estimators (BLIEs) for the scale parameter in the classical location-scale family. Also, a su cient condition for the non-negativity of the scale estimator is presented and, moreover, necessary and su cient conditions for the BLUE (and the BLIE) to be a constant multiple of the sample range are derived. Finally, a modiÿcation of this approach is applied in order to simplify the derivations of both the location and the scale estimators in the Uniform Type-II Censored model.