Article

Metrika

, Volume 76, Issue 4, pp 577-593

Open Access This content is freely available online to anyone, anywhere at any time.

On optimal choice of order statistics in large samples for the construction of confidence regions for the location and scale

  • Alexander ZaigraevAffiliated withFaculty of Mathematics and Computer Science, Nicolaus Copernicus University Email author 
  • , Magdalena Alama-BućkoAffiliated withInstitute of Mathematics and Physics, University of Technology and Life Sciences

Abstract

Given a large sample from a location-scale population we estimate the unknown parameters by means of confidence regions constructed on the basis of two order statistics. The problem of the best choice of those statistics to obtain good estimates, as \(n\rightarrow \infty ,\) is considered.

Keywords

Order statistics Optimal confidence regions Pivot Location-scale population