Estimation of a distribution function bounded by two known distribution functions |
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| Authors: | Amarjot Kaur Harshinder Singh |
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| Affiliation: | Department of Statistics , Panjab University , Chandigarh, 160014, India |
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| Abstract: | The problem of estimation of a cumulative distribution function (cdf), bounded by two known cdf's, is considered. An estimator satisfying the desired restriction has been obtained by suitably adjusting the empirical cdf. Consistency of the adjusted estimator has been established and its mean square error (MSE) has been shown to be smallerthan that of the empirical cdf. The new estimator has been comparedwith the empirical cdf for some special cases. |
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| Keywords: | mean square error maximum likelihood estimation Reliability stochastic dominance |
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