Estimation of Location Parameter from Two Biased Samples

• 作者: Leonid I. Piterbarg
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: Biasness FUZZY ESTIMATOR LOCATION PARAMETER
• 年，卷（期）: 2013,（9）
• 页码范围: 1269-1277
• 页数: 9页
• 分类号: O21

摘要

We consider a problem of estimating an unknown location parameter from two biased samples. The biases and scale parameters of the samples are not known as well. A class of non-linear estimators is suggested and studied based on the fuzzy set ideas. The new estimators are compared to the traditional statistical estimators by analyzing the asymptotical bias and carrying out Monte Carlo simulations.