Abstract
Theoretically there is no problem in obtaining coefficients of the simultaneous BLUE’s of location and scale parameters for a known distribution, given the values of the means, variances and covariances of the order statistics. A matrix formula is readily available. The purpose of this paper is to show how this formula can be treated in practice for computer calculations.
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References
Fransén, A. (1971), “Estimation of Location and Scale Parameters from Ordered Samples, with Numerical Applications to the Gum-bel and Weibull Distributions”, FOA Reports 5, No 2.
Fransén, A. (1974), “Estimation of Location and Scale Parameters from Ordered Samples, with Numerical Application to the Gum-bel and Weibull Distributions. Part II. Sample Sizes up to n = 31 inclusive - Efficiency Investigation” + 2 Supplements, FOA Reports 8, No 2.
Fransén, A. (1975), “Estimation of Population Characteristics for the Gumbel Distribution”(in Swedish), FOA rapport C 10025-M4.
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© 1984 Springer Science+Business Media Dordrecht
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Fransén, A. (1984). A Short Cut Algorithm for Obtaining Coefficients of the Blue’s. In: de Oliveira, J.T. (eds) Statistical Extremes and Applications. NATO ASI Series, vol 131. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-3069-3_26
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DOI: https://doi.org/10.1007/978-94-017-3069-3_26
Publisher Name: Springer, Dordrecht
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