Estimating the Tails of a Distribution of Known Form.

Abstract

This paper provides a survey of methods of estimating the tails of a distribution of known form. Examples where the tails are important are cited. The estimation procedures discussed are conditional expectations, transform theory, ancillary statistics, jackknife, location-scale parameter families. The distributions considered are the normal (in particular the multivariate normal distribution), the gamma distribution and several discrete distributions. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1978
Accession Number
ADA065019

Entities

People

  • Ingram Olkin

Organizations

  • Stanford University

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Data Science
  • Discrete Distribution
  • Estimators
  • Information Science
  • Integral Equations
  • Maximum Likelihood Estimation
  • Measurement
  • Normal Distribution
  • Order Statistics
  • Power Series
  • Probability
  • Sampling
  • Sequential Analysis
  • Statistical Analysis
  • Statistics
  • Surveys
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Statistical inference.