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Estimation of the parameter of a dynamically selected population for two subclasses of the exponential family |
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| Authors: | Morteza Amini Nader Nematollahi |
| Institution: | 1. Department of Statistics, School of Mathematics, Statistics and Computer Science, College of Science, University of Tehran, Tehran, Iran;2. Department of Statistics, Allameh Tabataba’i University, Tehran, Iran |
| Abstract: | We introduce the problem of estimation of the parameters of a dynamically selected population in an infinite sequence of random variables and provide its application in the statistical inference based on record values from a non stationary scheme. We develop unbiased estimation of the parameters of the dynamically selected population and evaluate the risk of the estimators. We provide comparisons with natural estimators and obtain asymptotic results. Finally, we illustrate the applicability of the results using real data. |
| Keywords: | Extreme value theory general record models partial maxima Pfeifer model selected population uniformly minimum variance unbiased estimator |