THE EFFICIENCIES OF UNBIASED, LINEAR ESTIMATORS FOR SCALE AND LOCATION PARAMETERS COMPOSED OF ONE, TWO, OR THREE ORDER STATISTICS.
Summary rept. no. 2, Feb 67-Feb 68,
WEIBULL (WALODDI) LAUSANNE (SWITZERLAND)
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The result of this investigation is, from a practical point-of-view, important in so far as it proves that the procedure of estimating scale and location parameters can be simplified by suppressing a large part of the sample without much loss in efficiency provided that the proper ordered observations are used. These order numbers are presented for estimators composed of one, two, or three observations. It is remarkable that neglecting, for instance, 39 out of 40 observations reduces the efficiency by 35 only. The actual reduction in efficiency, being in many cases quite small when using two or three observations, can be read from the tables. Author
- Statistics and Probability