OPTIMAL EXTREMAL ORDER ESTIMATES OF QUANTILES

Authors
EFREMOV VA KIBZUN AI
Citation
Va. Efremov et Ai. Kibzun, OPTIMAL EXTREMAL ORDER ESTIMATES OF QUANTILES, Automation and remote control, 57(12), 1996, pp. 1691-1700
Citations number
13
Categorie Soggetti
Controlo Theory & Cybernetics","Computer Application, Chemistry & Engineering","Instument & Instrumentation","Robotics & Automatic Control
Journal title
Automation and remote control → ACNP
ISSN journal
00051179
Volume
57
Issue
12
Year of publication
1996
Part
1
Pages
1691 - 1700
Database
ISI
SICI code
0005-1179(1996)57:12<1691:OEOEOQ>2.0.ZU;2-T
Abstract
Estimation of quantiles of the distribution of an exponential-type ran dom variable is studied. The quantile estimate is chosen from a class of linear combinations of extremal order statistics. The minimum-varia nce estimate is expressed in explicit form. The power function of a no rmal (or can exponential) random variable is shown to be of exponentia l type. Results are illustrated with two numerical examples.