Minimum variance unbiased estimation for families of distributions involving two truncation parameters

Shaul K. Bar-lev; Benzion Boukai

doi:10.1016/0378-3758(85)90086-2

Minimum variance unbiased estimation for families of distributions involving two truncation parameters

Shaul K. Bar-lev, Benzion Boukai

Department of Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper we treat the problem of minimum variance unbiased estimation for families of distributions involving two truncation parameters. Under mild conditions, an expression for a minimum variance unbiased estimator of a general function of these parameters is derived. The results are applied to obtain a minimum variance unbiased estimator of the tail probability of such distributions, and an explicit expression for the variance of this estimator is found.

Original language	English
Pages (from-to)	379-384
Number of pages	6
Journal	Journal of Statistical Planning and Inference
Volume	12
Issue number	C
DOIs	https://doi.org/10.1016/0378-3758(85)90086-2
State	Published - 1985

Keywords

Minimum risk unbiased estimation
Tail probability
Truncation parameters

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1016/0378-3758(85)90086-2

Cite this

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title = "Minimum variance unbiased estimation for families of distributions involving two truncation parameters",

abstract = "In this paper we treat the problem of minimum variance unbiased estimation for families of distributions involving two truncation parameters. Under mild conditions, an expression for a minimum variance unbiased estimator of a general function of these parameters is derived. The results are applied to obtain a minimum variance unbiased estimator of the tail probability of such distributions, and an explicit expression for the variance of this estimator is found.",

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year = "1985",

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AU - Bar-lev, Shaul K.

AU - Boukai, Benzion

PY - 1985

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N2 - In this paper we treat the problem of minimum variance unbiased estimation for families of distributions involving two truncation parameters. Under mild conditions, an expression for a minimum variance unbiased estimator of a general function of these parameters is derived. The results are applied to obtain a minimum variance unbiased estimator of the tail probability of such distributions, and an explicit expression for the variance of this estimator is found.

AB - In this paper we treat the problem of minimum variance unbiased estimation for families of distributions involving two truncation parameters. Under mild conditions, an expression for a minimum variance unbiased estimator of a general function of these parameters is derived. The results are applied to obtain a minimum variance unbiased estimator of the tail probability of such distributions, and an explicit expression for the variance of this estimator is found.

KW - Minimum risk unbiased estimation

KW - Tail probability

KW - Truncation parameters

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U2 - 10.1016/0378-3758(85)90086-2

DO - 10.1016/0378-3758(85)90086-2

M3 - Article

AN - SCOPUS:0043007233

SN - 0378-3758

VL - 12

SP - 379

EP - 384

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - C

ER -

Minimum variance unbiased estimation for families of distributions involving two truncation parameters

Abstract

Keywords

ASJC Scopus subject areas

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