Estimators of percentiles based on absolute loss |
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| Authors: | Jerome P. Keating |
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| Affiliation: | Division of Mathematics, Computer Science and Systems Design , The University of Texas at San Antonio , San Antonio, Texas, 78285 |
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| Abstract: | Estimators of percentiles of location and scale parameter distributions are optimized based on Pitman closeness and absolute risk. A median unbiased (MU) estimator and a minimum risk (MR) estimator are shown to exist within a class of estimators, and to depend upon the medians of two completely specified distributions. |
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| Keywords: | Median unbiased pitman closeness minimum risk |
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