Summary
In Janssen and Reiss (1988) it was shown that in a location model of a Weibull type sample with shape parameter −1<a<1 thek(n) lower extremes are asymptotically local sufficient. In the present paper we show that even global sufficiency holds. Moreover, it turns out that convergence of the given statistical experiments in the deficiency metric does not only hold for compact parameter sets but for the whole real line.
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Marohn, F. Global sufficiency of extreme order statistics in location models of Weibull type. Probab. Th. Rel. Fields 88, 261–268 (1991). https://doi.org/10.1007/BF01212562
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DOI: https://doi.org/10.1007/BF01212562
Keywords
- Stochastic Process
- Probability Theory
- Statistical Experiment
- Order Statistic
- Shape Parameter