Bivariate Extremes and Estimation of Location
نویسندگان
چکیده
A problem of estimating the location of a source of scattered radiation is considered. The role of extremes in estimation problems for truncated distributions is discussed from the Bayesian point of view. The emphasis is made on the bivariate case of spherically symmetric distributions. The cases of truncated normal, uniform, and Cauchy distributions are considered. Such location estimators as the sample mean are compared for the truncated normal distribution to the functions of “bivariate extremes” which are proven to be asymptotically close to MLE and Bayes estimators. Numerical and graphical illustrations for small samples are also provided.
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