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Estimation Of The Parameters In A Mixture Of Two Normal Distributions And The Generalized Pivotal Quantity Method, Md Faruk Hossain

UNLV Theses, Dissertations, Professional Papers, and Capstones

A pivotal quantity is a random variable that is a function of both the random data and the unknown population parameters and whose probability distribution does not depend on any of the unknown parameters. The population parameters here may include nuisance parameters. Historically, pivotal quantities have been used for the construction of test statistics for hypothesis testing of some of these unknown parameters. They have also been used for the construction of confidence intervals for some of these parameters.Generalized pivotal quantities (GPQ) were introduced by Tsui and Weerahandi (1989) and Weerahandi (1993). A GPQ is a function, not only of …