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UNBIASED ESTIMATION OF PARAMETRE FUNCTIONS IN SAMPLING FROM ONE‐ AND TWO‐TRUNCATION PARAMETER FAMILIES
Author(s) -
Patel S.R.,
Bhatt M.B.
Publication year - 1992
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1992.tb01042.x
Subject(s) - truncation (statistics) , estimator , mathematics , truncation error , statistics , parametric statistics , bias of an estimator , minimum variance unbiased estimator , confidence interval , u statistic , estimation theory , unbiased estimation , best linear unbiased prediction , computer science , selection (genetic algorithm) , artificial intelligence
Summary We consider the problem of uniformly minimum variance unbiased (UMVU) estimation of U‐estimable functions of three unknown truncation parameters based on two independent random samples: one from a two‐truncation parameter family and the other from a one‐truncation parameter family. In particular, we obtain the UMVU estimator of the functional Pr{Y > X} and the shortest confidence intervals for some parametric functions.