Estimating normal tail probabilities

DOI10.1002/NAV.3800330108MaRDI QIDQ3736705zbMATH OpenOpenAlexFDO

Authors Andrew L. Rukhin

Publication date 1986

Published in Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nav.3800330108

zbMATH Keywords

normal distributionnuisance parametersmaximum likelihood estimatorMLEBayes riskUMVUEsquared error lossBayes estimatorsimproper priorsuniformly minimum variance unbiased estimatormulti-parameter exponential familynormal tail probabilitiesoptimum Bayes estimator

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

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Cites work

• Asymptotic Expansions
• Unbiased estimation of a set of probabilities

Cited in

(1)

• Calculating Normal Probabilities

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