A PROBLEM IN ESTIMATING A DISTRIBUTION BY MINIMUM RISK.
NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF
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It is common to estimate a distribution by means of a step function. Such estimates can be made continuous by connecting the points of the steps with straight line segments. In this paper the best estimator of this class is found for data which is uniformly distributed using minimum risk, then this risk is compared with those of the sample distribution function and the Pyke estimator. Author
- Statistics and Probability