Het vergelijken van twee verschillende schatters voor een percentiel P van een normale verdeling

D. Alma

Statistica Neerlandica, 1965, vol. 19, issue 2‐3, 81-91

Abstract: A comparison is made between two different methods to estimate the probability that a normally distributed observation is less than a certain value. One method is based on the binomial distribution, the other one on HALD'S maximum likelihood estimates of the parameters of a censored normal distribution. For large sample sizes a graph of the relative efficiency of these two estimates is constructed. A sampling experiment was performed in order to investigate for one particular situation the possible bias of HALD'S maximum likelihood estimate, which is only asymptotically unbiassed.

Date: 1965
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