The use of spacings in the estimation of a scale parameter

N. Balakrishnan and N. Papadatos

Statistics & Probability Letters, 2002, vol. 57, issue 2, 193-204

Abstract: Linear functions on spacings--instead of linear functions on order statistics--are considered, in order to simplify the form of best linear unbiased estimators (BLUEs) and best linear invariant estimators (BLIEs) for the scale parameter in the classical location-scale family. Also, a sufficient condition for the non-negativity of the scale estimator is presented and, moreover, necessary and sufficient conditions for the BLUE (and the BLIE) to be a constant multiple of the sample range are derived. Finally, a modification of this approach is applied in order to simplify the derivations of both the location and the scale estimators in the Uniform Type-II Censored model.

Keywords: BLUEs; and; BLIEs; Spacings; Location-scale; family; Uniform; Type-II; Censored; model (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (3)

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