Accession Number : ADA116997

Title :   A Robust Cramer-Rao Analogue.

Descriptive Note : Interim rept. for 1 Dec 77-31 Aug 81,

Corporate Author : IOWA STATE UNIV AMES DEPT OF STATISTICS

Personal Author(s) : Stangenhaus,Gabriela ; David,H T

PDF Url : ADA116997

Report Date : Jan 1981

Pagination or Media Count : 14

Abstract : The authors present an analogue of the usual Cramer-Rao development, in which median-unbiasedness replaces unbiasedness, the first absolute moment of the sample score replaces the second, 'local kurtosis' replaces variance, and the maximum likelihood estimate enjoys optimality in a certain 'exponential' family a alogous to the exponential family of Koopman-Darmois form. (Author)

Descriptors :   *Parametric analysis, *Statistical samples, Maximum likelihood estimation, Exponential functions, Analog systems, Estimates

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE