ON ESTIMATE OF THE COVERAGE INTERVAL OF A STANDARD TWO-SIDED POWER DISTRIBUTION BY SAMPLE DATA
摘要
This paper is devoted to the problem of estimating coverage intervals (both one-sided and two-sided) of the standard two-sided power distribution (STSP-distribution) based on sample data. The quality of the obtained estimates is examined using the Monte Carlo method. The properties of the maximum likelihood estimates of the parameters of the original distribution are studied and the influence of their bias on the quality of estimating coverage intervals is measured. The examples are given to demonstrate that the obtained estimates can be used for continuous distributions that can be approximated by a family of STSP-distributions.