Optimal Condensation of Distributions and Optimal Spacing of Order Statistics
- 1 March 1975
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 70 (349) , 151
- https://doi.org/10.2307/2285391
Abstract
The optimal choice of intervals for grouped distributions is considered from the point of view of maximizing the information on a parameter or maximizing Pearson's φ2. For bivariate distributions, optimal marginal grouping is chosen to maximize (approximately) the correlation. Problems in order statistics from large samples are seen to be related to those for grouped distributions, and the optimal spacing is considered from the point of view of minimizing the asymptotic variance of an estimator. Estimators for location and scale parameters are considered in detail.Keywords
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