Accession Number : AD0761763

Title :   Quantile Estimation Using the Maximum Transformation, Stochastic Approximation and the Jackknife.

Descriptive Note : Master's thesis,

Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF

Personal Author(s) : Yuguchi,Tadashi Glenn

Report Date : MAR 1973

Pagination or Media Count : 62

Abstract : The rate of convergence of the expected value of quantile estimates using a stochastic approximation with the maximum transformation is evaluated. The analysis is performed using linear regression techniques on computer simulation results for quantile estimates of the unit exponential distribution. Included is a discussion of the use of the jackknife technique to reduce the bias of the stochastic approximation quantile estimates. Simulation results for the 2-fold jackknife for the m sup(-.5) term are tabulated. The main conclusion of the analysis is that the lowest order term in the expression for the expected value of the estimate as a function of sample size decreases as m sup(-.25). (Author)

Descriptors :   (*STOCHASTIC PROCESSES, APPROXIMATION(MATHEMATICS)), REGRESSION ANALYSIS, TRANSFORMATIONS(MATHEMATICS), DISTRIBUTION FUNCTIONS, SAMPLING, CURVE FITTING, GRAPHICS, THESES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE