A Note on Optimal Spacings for Systematic Statistics.

Abstract : Let X(1), X(2),...,X(n) be the order statistics from a large sample of n independent identically distributed random variables with unknown scale and location parameters. Linear unbiased estimates of these parameters can be constructed using k order statistics, where the orders are approximately (lambda(1)n), (lambda(k)n) for specified lambda(1), lambda(2),...,lambda(k). As k approaches infinity let the number of lambda(i) in an interval be proportional to a density function f. Then one may select f to yield approximately optimal spacings (i.e., choice of lambda(i)). The study is carried out for estimating the mean of a normal distribution with known variance. (Author)