A useful property of order statistics and its application to UMVU estimation |
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Authors: | B Boukai |
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Institution: | 1. Department of Mathematical Sciences, IUPUI, 402 North Blackford Street, 46202, Indianapolis, Indiana, USA
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Abstract: | Consider a random sample of sizen drawn from a continuous parent distributionF. A basic and useful known property associated with such sample is the following: the conditional distribution of thej th order statistic given a valuet of thei th order statistics, (j>i), coincides with the distribution of the(j?i) th order statistic in a sample of size (n?i) drawn from the parent distributionF truncated at the left att. In this article we mention some applications of this property, and provide a new application to the construction of an Uniformly Minimum Variance Unbiased (UMVU) estimator in the case of two-truncation parameters family of distributions. |
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