Nearly Best Linear Unbiased Conditional Estimators of the Location and Scale Parameters of the Normal Distribution by Use of Order Statistics.

Abstract

Lagrange multipliers are used to develop conditional estimators, based upon order statistics, for the location and scale parameters of continuous distributions. Tabulated coefficients for nearly best, linear, unbiased, conditional estimators are presented. These coefficients are designed for use with uncensored, singly censored, or doubly censored samples of size 2 through 40 drawn from a population which may be approximated by the normal distribution. The efficiency of these estimators (compared to the best, linear, unbiased, conditional estimators) is above 98 per cent for all sample sizes. The tabulated coefficients may also be used to estimate either or both parameters unconditionally. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1969
Accession Number
AD0776259

Entities

People

  • James L. Socolofsky

Organizations

  • Air Force Institute of Technology

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Computing-Related Activities
  • Data Science
  • Efficiency
  • Estimators
  • Information Science
  • Interdisciplinary Science
  • Mathematics
  • Normal Distribution
  • Order Statistics
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Regression Analysis.