© 1976 by Biometrika Trust
Miscellanea |
On estimating a symmetric distribution
School of Statistics, University of Minnesota
One estimate of a symmetric location cumulative distribution function F{x -
) is obtained by symmetrizing the sample cumulative distribution function with respect to the estimated centre of symmetry
. We prove an earlier conjecture that if
is asymptotically efficient, then the symmetrized estimated cumulative distribution function is uniformly superior to the sample distribution function.
Key Words: Efficiency Estimation Symmetric distribution