Estimation of ordered parameters from k stochastically increasing distributions

Hubert J. Chen

Naval Research Logistics Quarterly, 1977, vol. 24, issue 2, 269-280

Abstract: There are given k (⩾ 2) univariate cumulative distribution functions (c.d.f.'s) G(x; θi) indexed by a real‐valued parameter θi, i=1,…, k. Assume that G(x; θi) is stochastically increasing in θi. In this paper interval estimation on the ith smallest of the θ's and related topics are studied. Applications are considered for location parameter, normal variance, binomial parameter, and Poisson parameter.

Date: 1977
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1002/nav.3800240206

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:24:y:1977:i:2:p:269-280

Access Statistics for this article

More articles in Naval Research Logistics Quarterly from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().