TITLE:
Estimation of Location Parameter from Two Biased Samples
AUTHORS:
Leonid I. Piterbarg
KEYWORDS:
Biasness; Fuzzy Estimator; Location Parameter
JOURNAL NAME:
Applied Mathematics,
Vol.4 No.9,
August
30,
2013
ABSTRACT: We consider a problem of estimating an unknown location parameter from two biased samples. The biases and scale parameters of the samples are not known as well. A class of non-linear estimators is suggested and studied based on the fuzzy set ideas. The new estimators are compared to the traditional statistical estimators by analyzing the asymptotical bias and carrying out Monte Carlo simulations.