Optimum linear unbiased estimation of scale parameter by absolute values of order statistics in symmetric distributions

Abstract

A new estimator of the scale parameter by the optimum linear combination of absolute values of order statistics in symmetric location-scale families with known location parameter (without loss of generality assumed to be zero) from complete and Type II censored samples is introduced and is termed as optimum unbiased absolute estimator of the scale parameter. The new estimator of the scale parameter is compared with the corresponding best linear unbiased estimator (BLUE) in the rectangular and normal distributions. Generally it is found that the new estimator is more efficient than the BLUE.

Keywords:

• Linear estimation
• Censored samples
• Rectangular distribution
• Normal distribution