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Bayes Estimation Of A Distribution Function Using Ranked Set Samples, Paul H. Kvam, Ram C. Tiwari
Bayes Estimation Of A Distribution Function Using Ranked Set Samples, Paul H. Kvam, Ram C. Tiwari
Department of Math & Statistics Faculty Publications
Aranked set sample (RSS), if not balanced, is simply a sample of independent order statistics generated from the same underlying distribution F. Kvam and Samaniego (1994) derived maximum likelihood estimates of F for a general RSS. In many applications, including some in the environmental sciences, prior information about F is available to supplement the data-based inference. In such cases, Bayes estimators should be considered for improved estimation. Bayes estimation (using the squared error loss function) of the unknown distribution function F is investigated with such samples. Additionally, the Bayes generalized maximum likelihood estimator (GMLE) is derived. An iterative scheme based …