• Title/Summary/Keyword: MRE and UMVUE

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Estimations in a Generalized Uniform Distribution

  • Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.319-325
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    • 2000
  • In this paper, we shall derive MLE's, modified MLE, MRE and UMVUE's of the shape and scale parameters in a generalized uniform distribution, and propose several estimators for the right-tail probability in a generalized uniform distribution using the proposed estimators for the shape and scale parameters. And we shall compare exactly MSE of the proposed estimators for the shape and the scale parameters, and compare numerically efficiencies for the several proposed estimators of the right-tail probability in a generalized uniform distribution by Monte Caslo methods.

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