Sampling theorem and efficiency comparison of three local minimum variance unbiased estimators of the mean and variance of the exponential distribution

Cogent Mathematics & Statistics

Guoan Li¹  Muzhen Li² 

[1] Ningbo University;University of Missouri-Columbia;

关键词: sampling theorem of exponential distribution;    local minimum variance unbiased estimators;    mean;    variance;    umvue;    efficiency;    sample mean;    sample minimum;    sample maximum;    difference;   

DOI  :  10.1080/25742558.2018.1492886

来源: DOAJ

【 摘 要 】

This article continues the works of references to improve and perfect the sampling theorem of exponential distribution. First, the distribution of the sample range of exponential distribution is derived, and that the sample range is mutually independent of the sample minimum is proven. Then, this article derives the distribution of the difference between sample maximum and mean and demonstrates that the difference of these two statistics is mutually independent of the sample minimum. Thus, three local minimum variance unbiased estimators of the mean could be constructed. The estimator built by sample minimum and the difference between sample mean and minimum is precisely the uniformly minimum-variance unbiased estimator (UMVUE) of the mean. Similarly, three local minimum variance unbiased estimators of the variance are derived. At last, the efficiency comparison is made among the above three local minimum variance unbiased estimators of mean and variance of the exponential distribution.

【 授权许可】

Unknown