On optimal choice of order statistics in large samples for the construction of confidence regions for the location and scale
Alexander Zaigraev () and
Magdalena Alama-Bućko ()
Metrika: International Journal for Theoretical and Applied Statistics, 2013, vol. 76, issue 4, 577-593
Abstract:
Given a large sample from a location-scale population we estimate the unknown parameters by means of confidence regions constructed on the basis of two order statistics. The problem of the best choice of those statistics to obtain good estimates, as $$n\rightarrow \infty ,$$ is considered. Copyright The Author(s) 2013
Keywords: Order statistics; Optimal confidence regions; Pivot; Location-scale population (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:76:y:2013:i:4:p:577-593
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DOI: 10.1007/s00184-012-0405-9
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