The Pyke Estimator and the Exponential Distribution.
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 left points of the steps with straight line segments. In the paper, the best estimator of this class is found for data which is exponentially distributed using minimum risk. The risk is then compared with those of the sample distribution function and the Pyke estimator. Author
- Statistics and Probability