Maximum Likelihood Estimations Based on Upper Record Values for Probability Density Function and Cumulative Distribution Function in Exponential Family and Investigating Some of Their Properties

Hosseini, Saman and Nasiri, Parviz and Gore, Sharad Damodar (2020) Maximum Likelihood Estimations Based on Upper Record Values for Probability Density Function and Cumulative Distribution Function in Exponential Family and Investigating Some of Their Properties. Journal of Modern Applied Statistical Methods, 18 (2). pp. 2-27. ISSN 1538-9472

Text (Research Article)
Article_JMASM_27-07-2020.pdf - Published Version
Available under License Creative Commons Attribution Non-commercial No Derivatives.
Download (778kB)

Official URL: https://jmasm.com/index.php/jmasm/article/view/105...

Abstract

A useful subfamily of the exponential family is considered. The ML estimation based on upper record values are calculated for the parameter, Cumulative Density Function, and Probability Density Function of the subfamily. The relationship between MLE based on record values and a random sample are discussed, along with some properties of these estimators, and its utility is shown for large samples.

Item Type:	Article
Uncontrolled Keywords:	Exponential Family; Record Values; MLE; Asymptotically Unbiasedness
Subjects:	T Technology > T Technology (General)
Divisions:	Department of Computer Science > Research papers
Depositing User:	ePrints Depositor
Date Deposited:	26 Sep 2024 13:03
Last Modified:	26 Sep 2024 13:03
URI:	https://eprints.cihanuniversity.edu.iq/id/eprint/1001

Actions (login required)

: View Item