Estimation and testing in location-scale families of distributions

D.Phil. / We consider two problems relating to location-scale families of distributions. Firstly, we consider methods of parameter estimation when two samples come from the same type of distribution, but possibly differ in terms of location and spread. Although there are methods of estimation that are asymptotically efficient, our interest is in fiĀ…nding methods which also have good small-sample properties. Secondly, we consider tests for the hypothesis that two samples come from the same location-scale family. Both these problems are addressed using methods based on empirical distribution functions and empirical characteristic functions.

Identiferoai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uj/uj:7244
Date11 October 2011
CreatorsPotgieter, Cornelis Jacobus
Source SetsSouth African National ETD Portal
Detected LanguageEnglish
TypeThesis

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