On Estimating the Distributional Parameter and the Complete Sample Size from Incomplete Samples

  • Yeo, Sung-chil (Department of Applied Statistics, Kon-Kuk University)
  • Published : 1991.12.01

Abstract

Given a random sample of size N(unknown) with density f(x $\theta$), suppose that only n observations which lie outside a region R are recorded. On the basis of n observations, the Bayes estimators of $\theta$ and N are considered and their asymptotic expansions are developed to compare their second order asymptotic properties with those of the maximum likelihood estimators and the Bayes modal estimators. Corrections to bias and median bias of these estimators are made. An example is given to illustrate the results obtained.

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