The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Jackknife parametric estimation in the two parameter exponential model with an identified outlier

하나의 확실한 이상점을 갖는 지수모형에서 모수에 대한 짹나이프 추정

  • Jung Soo Woo (Department of Statistics, Yeungnam University, Kyungsan 712-749, Korea) ;
  • Chang Soo Lee (Department of Statistics, Yeungnam University, Kyungsan 712-749, Korea)
  • Published : 1994.09.01
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Abstract

When a single identified outlier in a small sample is presented, the samll sample properties of the MLE's and its jackknife estimators of the location and scale parameters in an assumed exponential model will be considered by the method of permanent theory.

소표본에서 하나의 확실한 이상점을 갖는 지수모형에서 permanent 이론을 도입하여 표본들의 순서통계량의 분포를 정확한 형태로 유도하고, 이 결과를 이용하여 가정된 지수모형의 위치모수와 측도모수에 대한 최우추정량과 그 짹나이프 추정량을 편의와 평균제곱오차면에서 두 추정량의 소표본 성질을 비교하였다.

Keywords

References

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