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Optimal spacings for the simultaneous estimation of the location and scale parameters of a normal distribution based on selected two sample quantiles |
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| Authors: | Junjiro Ogawa |
| Institution: | The University of Calgary, Calgary, Ala, Canada |
| Abstract: | Simultaneous estimation of the location parameter μ and scale parameter σ of a normal distribution based on two selected sample quantiles out of sufficiently large sample of size n is considered. The optimal spacing which maximizes the asymptotic relative efficiency is proved to be symmetric. |
| Keywords: | ABLUE (asymptotically best linear unbiased estimator) asymptotic relative efficiency normal distribution optimal spacing sample quantiles spacings symmetric spacing |
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