ASYMPTOTIC LINEAR ESTIMATION OF THE QUANTILE FUNCTION OF THE DOUBLE-EXPONENTIAL DISTRIBUTION BASED ON SELECTED ORDER STATISTICS
Abstract
Asymptotic linear estimation of the quantile function for the location-scale family of distributions is considered and results relating to the double-exponential distribution discussed. A formula for the selection of sample quantiles for this distribution is derived. The ABLUE of the quantile function of the double exponential distribution and its variance are computed using two methods; Cheng(1975) and Ogawa (1998). These are analyzed to compare their behavior for various conditions.
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