© 1975 by Biometrika Trust
Estimating the distribution function of a symmetric distribution
Department of Mathematics, University of Texas El Paso
This paper considers the problem of estimating the distribution function of a symmetric distribution when the centre of symmetry is unknown. An estimator is proposed which is shown to be asymptotically better than the empirical distribution function for well-known distributions including the normal, double exponential and Cauchy.
Key Words: Distribution estimate Empirical distribution function Symmetric distribution