Other Estimation Methods

Charles A. Rohde
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Charles A. Rohde: Johns Hopkins University, Bloomberg School of Health

Chapter Chapter 9 in Introductory Statistical Inference with the Likelihood Function, 2014, pp 101-124 from Springer

Abstract: Abstract Suppose that we have sample data x 1, x 2, …, x n assumed to be observed values of independent random variables each having the same distribution function F where F ( x ) = ℙ ( X ≤ x ) $$\displaystyle{F(x) = \mathbb{P}(X \leq x)}$$ Define new random variables Z i as the indicator functions of the interval (−∞, x], i.e., Z i ( x ) = 1 X i ≤ x 0 otherwise $$\displaystyle{Z_{i}(x) = \left \{\begin{array}{rl} 1&X_{i} \leq x\\ 0 &\mbox{ otherwise} \end{array} \right.}$$

Keywords: Dvoretzky Kiefer Wolfowitz (DKW); Sample Distribution Function; Pivotal Interval; Percentile Interval; Population Moments (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-10461-4_9

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DOI: 10.1007/978-3-319-10461-4_9

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