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Details for article 1 of 7 found articles
| Title: |
Comparison of point estimators of normal percentiles |
| Author: |
Dyer, D. D. Keating, J. P. Hensley, O. L. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 6 (1977) nr. 3 pages 269-283 |
| Year: |
1977 |
| Contents: |
There are available several point estimators of the percentiles of a normal distribution with both mean and variance unknown. Consequently, it would seem appropriate to make a comparison among the estimators through some “closeness to the true value” criteria. Along these lines, the concept of Pitman-closeness efficiency is introduced. Essentially, when comparing two estimators, the Pit-man-closeness efficiency gives the “odds” in favor of one of the estimators being closer to the true value than is the other in a given situation. Through the use of Pitman-closeness efficiency, this paper compares (a) the maximum likelihood estimator, (b) the minimum variance unbiased estimator, (c) the best invariant estimator, and (d) the median unbiased estimator within a class of estimators which includes (a), (b), and (c). Mean squared efficiency is also discussed. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 1 of 7 found articles
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