Estimation of quantiles of exponential and double exponential distributions based on two order statistics |
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Authors: | Masoom Ali Mir Umbach Dale Khatab M. Hassanein |
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Affiliation: | 1. Department of Mathematics , Ball State University;2. Department of Biometry , The University of Kansas Medical Center |
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Abstract: | Asymptotically best linear unbiased estimators (ABLUE) of quantiles, x^., in the two-parameter (location-scale) exponential and double exponential families are obtained as linear combinations of two suitably chosen order statistics. Exact formulae for the linear combinations are given as functions of £. The derived estimators in both cases compare favorably with the usual nonparametric estimator. Also, in the exponential case the derived estimator compares favorably with the Sarhan-Greenberg BLUE based on a complete sample |
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Keywords: | quantile estimation ABLUE order statistics location-scale A.R.E |
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