Moments estimators and omnibus chi-square tests for some usual probability laws

نویسندگان

چکیده

For many probability laws, in parametric models, the estimation of parameters can be done frame maximum likelihood method, or moment methods, by using plug-in etc. Usually, for estimating more than one parameter, same is used. We focus on method this paper. use instrumental tool functional empirical process (fep) Lo (2016) to show how it practical derive, almost algebraically, joint distribution Gaussian law and derive omnibus chi-square asymptotic laws from it. choose four distributions illustrate (Gamma law, beta Uniform Fisher law) completely describe estimators whenever possible. Simulations studies are performed investigate each case smallest sizes which obtained statistical tests recommendable. Generally, test proposed here work fine with sample around fifty.

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ژورنال

عنوان ژورنال: Afrika statistika

سال: 2021

ISSN: ['2316-090X']

DOI: https://doi.org/10.16929/as/2021.3061.195