Displaying similar documents to “Inferential procedures on a generalized Rayleigh variate. I”

Maximum likelihood principle and I -divergence: discrete time observations

Jiří Michálek (1998)

Kybernetika

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The paper investigates the relation between maximum likelihood and minimum I -divergence estimates of unknown parameters and studies the asymptotic behaviour of the likelihood ratio maximum. Observations are assumed to be done in the discrete time.

Bayesian estimation of the 3-parameter inverse Gaussian distribution.

Mohamed Mahmoud (1991)

Trabajos de Estadística

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The three-parameter inverse Gaussian distribution is used as an alternative model for the three parameter lognormal, gamma and Weibull distributions for reliability problems. In this paper Bayes estimates of the parameters and reliability function of a three parameter inverse Gaussian distribution are obtained. Posterior variance estimates are compared with the variance of their maximum likelihood counterparts. Numerical examples are given.

Nonparametric estimations of non-negative random variables distributions

František Vávra, Pavel Nový, Hana Mašková, Michala Kotlíková, David Zmrhal (2003)

Kybernetika

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The problem of estimation of distribution functions or fractiles of non- negative random variables often occurs in the tasks of risk evaluation. There are many parametric models, however sometimes we need to know also some information about the shape and the type of the distribution. Unfortunately, classical approaches based on kernel approximations with a symmetric kernel do not give any guarantee of non-negativity for the low number of observations. In this note a heuristic approach,...