The Pyke estimator and the exponential distribution
Kelley, Hugh Allan
Barr, Donald R.
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It is common to estimate a distribution by means of a step function. Such estimates can be made continuous by connecting the left points of the steps with straight line segments. In this paper, the best estimator of this class is found for data which is exponentially distributed using minimum risk. The risk is then compared with those of the sample distribution function and the Pyke estimator.