Author's: André Adler
Pages: [109] - [115]
Received Date: June 14, 2014
Submitted by:
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.
order statistics, exponential distribution, resampling procedures, strong law of large numbers.