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Optimal tests and estimators for truncated exponential families

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Abstract

Blackwell-Rao-Lehmann-Scheffe' theory is used to derive the minimum variance unbiased estimators for the functions of scale and truncation parameters as well as the reliability function of the truncated exponential family distribution. Uniformly most powerful unbiased tests of hypotheses are formulated. Finally, a particular model of this family, viz., the truncated exponential model is discussed.

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Beg, M.A. Optimal tests and estimators for truncated exponential families. Metrika 29, 103–113 (1982). https://doi.org/10.1007/BF01893370

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  • DOI: https://doi.org/10.1007/BF01893370

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