Estimating normal tail probabilities

DOI10.1002/NAV.3800330108zbMATH Open0601.62036OpenAlexW2043347046MaRDI QIDQ3736705FDOQ3736705

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

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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)

Cites Work

• Unbiased estimation of a set of probabilities
• Asymptotic Expansions

Cited In (1)

• Calculating Normal Probabilities

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