- Tytuł:
- A comparison of the method of moments estimator and maximum likelihood estimator for the success probability in the Fibonacci-type probability distribution
- Autorzy:
- Kwon, Yeil
- Powiązania:
- https://bibliotekanauki.pl/articles/2107135.pdf
- Data publikacji:
- 2022-09-14
- Wydawca:
- Główny Urząd Statystyczny
- Tematy:
-
Fibonacci probability distribution
generalized polynacci distribution
factorial moment generating function
method of moments
maximum likelihood estimator - Opis:
- A Fibonacci-type probability distribution provides the probabilistic models for establishing stopping rules associated with the number of consecutive successes. It can be interpreted as a generalized version of a geometric distribution. In this article, after revisiting the Fibonaccitype probability distribution to explore its definition, moments and properties, we proposed numerical methods to obtain two estimators of the success probability: the method of moments estimator (MME) and maximum likelihood estimator (MLE). The ways both of them performed were compared in terms of the mean squared error. A numerical study demonsrated that the MLE tends to outperform the MME for most of the parameter space with various sample sizes.
- Źródło:
-
Statistics in Transition new series; 2022, 23, 3; 27-41
1234-7655 - Pojawia się w:
- Statistics in Transition new series
- Dostawca treści:
- Biblioteka Nauki
Artykuł