Estimation of the parameters of the reversed generalized logistic distribution with progressive censoring data.

Abo-Eleneen, Z.A.; Nigm, E.M.

Displaying similar documents to “Estimation of the parameters of the reversed generalized logistic distribution with progressive censoring data.”

Reliability estimation from Luceno distributed data.

Enăchesu, Denis (2003)

Analele Ştiinţifice ale Universităţii “Ovidius" Constanţa. Seria: Matematică

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Confidence intervals for reliability functions of an exponential distribution under random censorship

José Villén-Altamirano (1990)

Kybernetika

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Some inequalities related to the Stam inequality

Abram Kagan, Tinghui Yu (2008)

Applications of Mathematics

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Zamir showed in 1998 that the Stam classical inequality for the Fisher information (about a location parameter) $1 / I (X + Y) \geq 1 / I (X) + 1 / I (Y)$ for independent random variables $X$ , $Y$ is a simple corollary of basic properties of the Fisher information (monotonicity, additivity and a reparametrization formula). The idea of his proof works for a special case of a general (not necessarily location) parameter. Stam type inequalities are obtained for the Fisher information in a multivariate observation depending on a univariate...

The Kolmogorov-Smirnov distance as criterion of choice of estimators with application to the first order auto-regressive case : a Monte Carlo study

Thuan V. Truong (1984)

RAIRO - Operations Research - Recherche Opérationnelle

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The use of third-order moments in structural models.

Erik Meijer, Ab Mooijart (1994)

Qüestiió

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Structural models are usually estimated using only second order moments (covariances or correlations). When variables are nor multivariate normally distributed, however, methods that also fit higher order moments, such as skewnesses, are theoretically asymptotically preferable. This article reports result from a Monte Carlo simulation study in which estimators that fit both second-order moments and third-order moments are compared with estimators that fit only second-order moments. ...

On non-existence of moment estimators of the GED power parameter

Bartosz Stawiarski (2016)

Discussiones Mathematicae Probability and Statistics

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We reconsider the problem of the power (also called shape) parameter estimation within symmetric, zero-mean, unit-variance one-parameter Generalized Error Distribution family. Focusing on moment estimators for the parameter in question, through extensive Monte Carlo simulations we analyze the probability of non-existence of moment estimators for small and moderate samples, depending on the shape parameter value and the sample size. We consider a nonparametric bootstrap approach and prove...