Conditional Nearly Best Linear Estimation of the Location and Scale Parameters of the Cauchy Distribution by the Use of Censored Order Statistics.

Abstract

Methods of parameter estimation are mentioned and the rationale for using NBLUE estimation is presented. Necessary general order statistic theory is developed and the Cauchy distribution is applied to this theory. Idiosyncracies of the Cauchy distribution are noted also. NBLUE estimation theory is developed (for the location and scale parameters) to enable computation of linear estimator coefficients. Then coefficients are tabled for sample sizes N = 6(1)40(5)50 with additional censoring from above and also symmetrically. Efficiencies of conditional and simultaneous NBLUE estimators relative to BLUE estimators are also tabled. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1969
Accession Number
AD0776766

Entities

People

  • Edward Charles Jonson

Organizations

  • Air Force Institute of Technology

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Computations
  • Computing-Related Activities
  • Data Science
  • Efficiency
  • Estimators
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Order Statistics
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.