Confidence Interval for the Largest Parameter,
Abstract
Let F(x, theta) denote a stochastically increasing family of distributions indexed by the real valued parameter theta, and let X(1),...,X(K) represent K independent observations from the distribution F(x, theta(1)),..., F(x, theta(K)), respectively. An interval estimate of theta* = max (theta(1),..., theta(K)) based on t = max (X(1),..., X(K)) is considered. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 15, 1971
- Accession Number
- AD0736160
Entities
People
- Khursheed Alam
Organizations
- Clemson University