A formal substantiation (using only theoretical-statistics tools) of the rank measure as the basis of an efficient algorithm for estimation of any parameters of an arbitrary probability distribution has been proposed. The estimation efficiency is maximum for distributions of any form. Going beyond the scope of the canons of mathematical statistics is the generalization of the concept “median.”
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E. V. Chernukho, Estimation of arbitrary-distribution parameters from the data of a repetitive experiment, Inzh.-Fiz. Zh., 83, No. 2, 403–409 (2010).
E. V. Chernukho, Universal algorithm for testing statistical hypotheses with respect to the distribution, Inzh.-Fiz. Zh., 83, No. 3, 655–573 (2010).
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Translated from Inzhenerno-Fizicheskii Zhurnal, Vol. 85, No. 1, pp. 220–229, January–February, 2012.
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Chernukho, E.V. Substantiation of the rank measure as an efficient statistic for estimating parameters of distribution of arbitrary form. J Eng Phys Thermophy 85, 239–248 (2012). https://doi.org/10.1007/s10891-012-0644-7
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DOI: https://doi.org/10.1007/s10891-012-0644-7