Volume no :11, Issue no: 2, June (2014)

RESAMPLING DIFFERENCES OF ORDER STATISTICS (RDOS)

Author's: André Adler
Pages: [109] - [115]
Received Date: June 14, 2014
Submitted by:

Abstract

Using an interesting limit theorem for differences of order statistics, we establish a new way to estimate the parameter from an exponential distribution. From a small set of observations, we can create many data sets using these pairs of order statistics. Each data set will produce one estimator of We will then average all of these estimators to obtain our final estimator of our parameter. This technique does provide an alternative to the classic way of estimation while using both theory and application.

Keywords

order statistics, exponential distribution, resampling procedures, strong law of large numbers.