Inferences on parametric estimation of distribution tails
نویسندگان
چکیده
منابع مشابه
Some statistical inferences on the upper record of Lomax distribution
In this paper, we investigate some inferential properties of the upper record Lomax distribution. Also, we will estimate the upper record of the Lomax distribution parameters using methods, Moment (MME), Maximum Likelihood (MLE), Kullback-Leibler Divergence of the Survival function (DLS) and Baysian. Finally, we will compare these methods using the Monte Carlo simulation.
متن کاملInferences for Extended Generalized Exponential Distribution based on Order Statistics
‎Recently‎, ‎a new distribution‎, ‎named as extended generalized exponential distribution‎, ‎has been introduced by Kundu and Gupta (2011). ‎In this paper‎, ‎we consider the extended generalized exponential distribution with known shape parameters α and β. ‎At first‎, ‎the exact expressions for marginal and product moments of o...
متن کاملEstimation of Jump Tails∗
We propose a new and flexible non-parametric framework for estimating the jump tails of Itô semimartingale processes. The approach is based on a relatively simple-to-implement set of estimating equations associated with the compensator for the jump measure, or its “intensity”, that only utilizes the weak assumption of regular variation in the jump tails, along with in-fill asymptotic arguments ...
متن کاملSome Statistical Inferences on the Parameters of Records Weibull Distribution Using Entropy
In this paper, we discuss different estimators of the records Weibull distribution parameters and also we apply the Kullback-Leibler divergence of survival function method to estimate record Weibull parameters. Finally, these estimators have been compared using Monte Carlo simulation and suggested good estimators.
متن کاملEstimation of a parametric function associated with the lognormal distribution
Estimation of the mean of the lognormal distribution has received much attention in the literature beginning with Finney (1941). The problem is of significant practical importance because of the ubiquitous use of log-transformation. In this paper we consider estimation of a parametric function associated with the lognormal distribution of which the mean, median and moments are special cases. We...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Доклады Академии наук
سال: 2019
ISSN: 0869-5652
DOI: 10.31857/s0869-56524884358-361