Scale Parameter Estimation from the Order Statistics of Unequal Gamma Components
نویسندگان
چکیده
منابع مشابه
ESTIMATION OF SCALE PARAMETER UNDER A REFLECTED GAMMA LOSS FUNCTION
In this paper, the estimation of a scale parameter t under a new and bounded loss function, based on a reflection of the gamma density function, is discussed. The best scale-invariant estimator of tis obtained and the admissibility of all linear functions of the sufficient statistic, for estimating t in the absence of a nuisance parameter, is investigated
متن کاملHigher Order Moments and Recurrence Relations of Order Statistics from the Exponentiated Gamma Distribution
Order statistics arising from exponentiated gamma (EG) distribution are considered. Closed from expressions for the single and double moments of order statistics are derived. Measures of skewness and kurtosis of the probability density function of the rth order statistic for different choices of r, n and /theta are presented. Recurrence relations between single and double moments of r...
متن کاملasymptotic property of order statistics and sample quntile
چکیده: فرض کنید که تابعی از اپسیلون یک مجموع نامتناهی از احتمالات موزون مربوط به مجموع های جزئی براساس یک دنباله از متغیرهای تصادفی مستقل و همتوزیع باشد، و همچنین فرض کنید توابعی مانند g و h وجود دارند که هرگاه امید ریاضی توان دوم x متناهی و امیدریاضی x صفر باشد، در این صورت می توان حد حاصلضرب این توابع را بصورت تابعی از امید ریاضی توان دوم x نوشت. حالت عکس نیز برقرار است. همچنین ما با استفاده...
15 صفحه اولParameter Estimation for INAR Processes Based on High-Order Statistics
The high-order statistics (moments and cumulants of order higher than two) have been widely applied in several fields, specially in problems where it is conjectured a lack of Gaussianity and/or non-linearity. Since the INteger-valued AutoRegressive, INAR, models are non-Gaussian, the high-order statistics can provide additional information that allows a better characterization of these processe...
متن کاملEstimation of Scale Parameter Under a Bounded Loss Function
The quadratic loss function has been used by decision-theoretic statisticians and economists for many years. In this paper the estimation of scale parameter under a bounded loss function, which is adequate for assessing quality and quality improvement, is considered with restriction to the principles of invariance and risk unbiasedness. An implicit form of minimum risk scale equivariant ...
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: The Annals of Mathematical Statistics
سال: 1966
ISSN: 0003-4851
DOI: 10.1214/aoms/1177699606