Author(s)

Leonid I. Piterbarg

Department of Mathematics, University of Southern California, Los Angeles, USA.

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.

Biasness; Fuzzy Estimator; Location Parameter

L. Piterbarg, "Estimation of Location Parameter from Two Biased Samples," Applied Mathematics, Vol. 4 No. 9, 2013, pp. 1269-1277. doi: 10.4236/am.2013.49171.