Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

Estimation of Quantiles of Location-Scale Distributions Based on Two or Three Order Statistics

Peter Kubat and Benjamin Epstein
Technometrics
Vol. 22, No. 4 (Nov., 1980), pp. 575-581
DOI: 10.2307/1268195
Stable URL: http://www.jstor.org/stable/1268195
Page Count: 7
  • Download ($14.00)
  • Cite this Item
Estimation of Quantiles of Location-Scale Distributions Based on Two or Three Order Statistics
Preview not available

Abstract

Linear asymptotically unbiased estimators of ξ quantiles, xξ, 0 < ξ < 1, of location-scale distributions are considered. These are based on two or three order statistics suitably selected in a neighborhood of the sample quantile X(N), N = [nξ] + 1, where n is the sample size. The estimators are easy to calculate and are substantially more efficient than the nonparametric estimator x̃ξ=X(N). The estimators are tabulated for selected values of ξ for the normal and extreme value (Gumbel) distributions. Also given are the asymptotic relative efficiencies of these estimators when compared with the maximum likelihood estimator of xξ based on all n observations.

Page Thumbnails

  • Thumbnail: Page 
575
    575
  • Thumbnail: Page 
576
    576
  • Thumbnail: Page 
577
    577
  • Thumbnail: Page 
578
    578
  • Thumbnail: Page 
579
    579
  • Thumbnail: Page 
580
    580
  • Thumbnail: Page 
581
    581