- Tytuł:
- MLE for the γ-order Generalized Normal Distribution
- Autorzy:
-
Kitsos, Christos
Vassiliadis, Vassilios
Toulias, Thomas - Powiązania:
- https://bibliotekanauki.pl/articles/729734.pdf
- Data publikacji:
- 2014
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
γ-order Normal distribution
cumulative distribution
truncated distribution
hazard rate
Maximum likelihood estimation - Opis:
- The introduced three parameter (position μ, scale ∑ and shape γ) multivariate generalized Normal distribution (γ-GND) is based on a strong theoretical background and emerged from Logarithmic Sobolev Inequalities. It includes a number of well known distributions such as the multivariate Uniform, Normal, Laplace and the degenerated Dirac distributions. In this paper, the cumulative distribution, the truncated distribution and the hazard rate of the γ-GND are presented. In addition, the Maximum Likelihood Estimation (MLE) method is discussed in both the univariate and multivariate cases and asymptotic results are presented.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 143-158
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł