Simple large sample estimators of scale and location parameters based on blocks of order statistics
- Autores: Peter Kubat
- Localización: Trabajos de estadística e investigación operativa, ISSN 0041-0241, Vol. 33, Nº. 3, 1982, págs. 86-118
- Idioma: inglés
- DOI: 10.1007/bf02888436
- Títulos paralelos:
- Estimadores de muestra grande simple para parámetros de escala y posición basados en bloques de estadísticas de orden
- Enlaces
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Resumen
In this paper quite efficient large sample estimation procedures are derived for jointly estimating the parameters of the location-scale family of distributions. These estimators are linear combinations of the means of suitably chosen blocks of order statistics. For specific distributions, such as the extreme-value, normal, and logistic, little is to be gained by using more than three blocks. For these distributions we can obtain joint relative asymptotic efficiencies of 97-98% using the means of three blocks of ordered observations. The estimation procedures are also adapted for the estimation of the shape and scale parameters of the Weibull distribution
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