L1-limit of trimmed sums of order statistics from location-scale distributions with applications to type II censored data analysis

Thomas T. John, Pinyuen Chen

Research output: Contribution to journalArticle

Abstract

We derive the L1-limit of trimmed sums of order statistics from location-scale distributions satisfying certain assumptions. Based on this limit, an approximation to the asymptotic variance of a Best-Asymptotic-Normal (BAN) estimator for the location parameter is developed. Associated formulae are derived for four location-scale distributions commonly used in lifetime data analysis. The approximation is analyzed via the properties of the approximating function and by comparison to the exact values for a special case. Applications are illustrated by applying the approximation to comparing location parameters and to selecting the population with the largest location parameter, using censored samples from location-scale populations.

Original languageEnglish (US)
Pages (from-to)2488-2505
Number of pages18
JournalCommunications in Statistics - Theory and Methods
Volume37
Issue number16
DOIs
StatePublished - Jan 1 2008
Externally publishedYes

Keywords

  • Best-Asymptotic-Normal (BAN) estimator
  • Comparison of location parameters
  • Location-scale distributions
  • Order statistics
  • Selection of the best
  • Trimmed sums
  • Type II censoring

ASJC Scopus subject areas

  • Statistics and Probability

Fingerprint Dive into the research topics of 'L1-limit of trimmed sums of order statistics from location-scale distributions with applications to type II censored data analysis'. Together they form a unique fingerprint.

  • Cite this