The use of spacings in the estimation of a scale parameter
Linear functions on spacings--instead of linear functions on order statistics--are considered, in order to simplify the form of best linear unbiased estimators (BLUEs) and best linear invariant estimators (BLIEs) for the scale parameter in the classical location-scale family. Also, a sufficient condition for the non-negativity of the scale estimator is presented and, moreover, necessary and sufficient conditions for the BLUE (and the BLIE) to be a constant multiple of the sample range are derived. Finally, a modification of this approach is applied in order to simplify the derivations of both the location and the scale estimators in the Uniform Type-II Censored model.
Year of publication: |
2002
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Authors: | Balakrishnan, N. ; Papadatos, N. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 57.2002, 2, p. 193-204
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Publisher: |
Elsevier |
Keywords: | BLUEs and BLIEs Spacings Location-scale family Uniform Type-II Censored model |
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