Applications of Order Statistics of Independent Nonidentically Distributed Random Variables in Estimation

ABSTRACT

Lloyd's Best Linear Unbiased Estimators BLUEs of location and scale parameters of a distribution by order statistics is an extensively used method of estimation. In this article a method is proposed to estimate the common location and scale parameters of several distributions by order statistics. The method developed has been applied to estimate the common location and scale parameters of normal and double exponential distributions.

Keywords:

• Best linear unbiased estimation
• Double exponential distribution
• Location and scale parameters
• Normal distribution
• Order statistics of independent nonidentically distributed (inid) random variables

Acknowledgment

The authors are highly thankful for some of the helpful comments of the referee.