FURTHER LOOK AT THE COMPARISON OF NORMAL PERCENTILE ESTIMATORS

被引：15

作者：

DYER, DD ^{[1
]}

KEATING, JP ^{[1
]}

机构：

[1] BELL HELICOPTER TEXTRON,FT WORTH,TX

来源：

COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS | 1979年 / 8卷 / 01期

关键词：

best invariant; conditional; maximum likelihood; mean absolute error; median unbiased; minimum mean absolute error; minimum variance; Pitman-closeness efficiency; unbiased;

D O I：

10.1080/03610927808827733

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For the purpose of making a pairwise comparison of point estimators of normal percentiles, a twofold technique is introduced which basically examines (a) the “odds” in favor of an estimator being closer to the true value than is a competing estimator and (b) an estimator’s average closeness to the true value when it is closer (as well as when it is not) than is a competing estimator. Closeness to the true value is measured through an absolute error loss function. Joint consideration of these concepts is shown to form a basis for determining which of two estimators is preferred in a given situation. Copyright. © 1979, by Marcel Dekker. Inc. All Rights Reserved.

引用

页码：1 / 16

页数：16

共 5 条

[1] COMPARISON OF POINT ESTIMATORS OF NORMAL PERCENTILES [J].