Reliability estimation from Luceno distributed data.
Enăchesu, Denis (2003)
Analele Ştiinţifice ale Universităţii “Ovidius" Constanţa. Seria: Matematică
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Enăchesu, Denis (2003)
Analele Ştiinţifice ale Universităţii “Ovidius" Constanţa. Seria: Matematică
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José Villén-Altamirano (1990)
Kybernetika
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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) for independent random variables , 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...
Thuan V. Truong (1984)
RAIRO - Operations Research - Recherche Opérationnelle
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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. ...
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...
George Tzavelas (2012)
Applications of Mathematics
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The maximum likelihood estimators of the parameters for the 3-parameter Weibull distribution do not always exist. Furthermore, computationally it is difficult to find all the solutions. Thus, the case of missing some solutions and among them the maximum likelihood estimators cannot be excluded. In this paper we provide a simple rule with help of which we are able to know if the system of the log-likelihood equations has even or odd number of solutions. It is a useful tool for the detection...