A Note on the Best Linear Unbiased Estimation Based on Order Statistics

Best linear unbiased estimators of location and scale parameters based on order statistics (from either complete or Type-II censored samples) are usually illustrated with exponential and uniform distributions. But the derivations in these two cases involve the explicit inverse of a diagonal matrix of Type 2 and extensive algebraic manipulations. In this note we present a simple method of derivation of these results that we feel will assist …