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Unbiased Estimation for the General Half-Normal Distribution
Authors:A. G. Nogales  P. Pérez
Affiliation:1. Department of Mathematics, University of Extremadura, Badajoz, Spainnogales@unex.es;3. Department of Mathematics, University of Extremadura, Badajoz, Spain
Abstract:This work proposes unbiased estimators for the parameters of the general half-normal distribution that exhibit a better performance than the estimators based on maximum likelihood proposed in the literature. From these estimators, large sample confidence sets are also derived.
Keywords:General half-normal distribution  Sufficiency  Unbiased estimation.
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