Limiting distributions of MLE and UMVUE in the biparametric uniform distribution |
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| Authors: | L Barranco-Chamorro J L Moreno-Rebollo E López-Blázquez |
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| Institution: | (1) Facultad de Matemáticas, Universidad de Sevilla, Tarfia, S. R., 41012 Sevilla, Spain |
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| Abstract: | In this paper, we study the asymptotic distributions of MLE and UMVUE of a parametric functionh(θ1, θ2) when sampling from a biparametric uniform distributionU(θ1, θ2). We obtain both limiting distributions as a convolution of exponential distributions, and we observe that the limiting distribution
of UMVUE is a shift of the limiting distribution of MLE. |
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| Keywords: | biparametric uniform distribution MLE UMVUE asymptotic distributions |
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