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)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1978
- Accession Number
- ADA065019
Entities
People
- Ingram Olkin
Organizations
- Stanford University