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Best linear unbiased interpolation of order statistics |
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| Authors: | Isaac Almasi Adel Mohammadpour Mohammad Mohammadi |
| Institution: | 1. Department of Statistics, Faculty of Mathematics &2. Computer Science, Amirkabir University of Technology (Tehran Polytechnic), Tehran, Iran;3. Department of Statistics, Faculty of Basic Science, Behbahan Khatam Alanbia University of Technology, Behbahan, Iran |
| Abstract: | We derive the best linear unbiased interpolation for the missing order statistics of a random sample using the well-known projection theorem. The proposed interpolation method only needs the first two moments on both sides of a missing order statistic. A simulation study is performed to compare the proposed method with a few interpolation methods for exponential and Lévy distributions. |
| Keywords: | Bayesian reconstruction Best linear unbiased interpolation or prediction Hilbert space Imputation Order statistics Projection theorem |