Estimating the width of a uniform distribution when data are measured with additive normal errors with known variance

  • Authors:
  • Mirta Benšić;Kristian Sabo

  • Affiliations:
  • Department of Mathematics, University of Osijek, Gajev trg 6, HR-31 000 Osijek, Croatia;Department of Mathematics, University of Osijek, Gajev trg 6, HR-31 000 Osijek, Croatia

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2007

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Abstract

The problem of estimating the width of the symmetric uniform distribution on the line when data are measured with normal additive error is considered. The main purpose is to discuss the efficiency of the maximum likelihood estimator and the moment method estimator. It is shown that the model is regular and that the maximum likelihood estimator is more efficient than the moment method estimator. A sufficient condition is also given for the existence of both estimators.