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 | |
| 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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