Het vergelijken van twee verschillende schatters voor een percentiel P van een normale verdeling
作者:
D. Alma,
期刊:
Statistica Neerlandica
(WILEY Available online 1965)
卷期:
Volume 19,
issue 2‐3
页码: 81-91
ISSN:0039-0402
年代: 1965
DOI:10.1111/j.1467-9574.1965.tb00945.x
出版商: Blackwell Publishing Ltd
数据来源: WILEY
摘要:
SummaryA comparison is made between two different methods to estimate the probability that a normally distributed observation is less than a certain value. One method is based on the binomial distribution, the other one on HALD'S maximum likelihood estimates of the parameters of a censored normal distribution. For large sample sizes a graph of the relative efficiency of these two estimates is constructed. A sampling experiment was performed in order to investigate for one particular situation the possible bias of HALD'S maximum likelihood estimate, which is only asymptotically unbiassed.
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