Abstract
D.Phil.
We consider two problems relating to location-scale families of distributions. Firstly,
we consider methods of parameter estimation when two samples come from the same
type of distribution, but possibly differ in terms of location and spread. Although there
are methods of estimation that are asymptotically efficient, our interest is in fi…nding
methods which also have good small-sample properties. Secondly, we consider tests for
the hypothesis that two samples come from the same location-scale family. Both these
problems are addressed using methods based on empirical distribution functions and
empirical characteristic functions.