Optimum linear unbiased estimation of the scale parameter by absolute values of order statistics in the double exponential and the double weibull distributions

Abstract

The first two moments and product moments of absolute values of order statistics are obtained for the double exponential and the double Weibull distributions. In both of the distributions an optimum linear unbiased estimator of the scale parameter, by absolute values of the order statistics, is obtained from complete and censored samples of size n=3(1)10. It is found that the new estimator is generally more efficient than the best linear unbiased estimator (BLUE) of the scale parameter by order statistcs in both of the distributions.

Keywords:

• absolute values of order statistics
• optimum unbiased absolute estimator
• BLUE
• relative efficiency