APPROXIMATE MAXIMUM-LIKELIHOOD-ESTIMATION FOR A GENERALIZED LOGISTIC DISTRIBUTION

被引:16
|
作者
BALAKRISHNAN, N [1 ]
机构
[1] MCMASTER UNIV,DEPT MATH & STAT,HAMILTON L8S 4K1,ONTARIO,CANADA
关键词
best linear unbiased estimator; bias; location and scale parameters; maximum likelihood estimator; mean square error; Order statistics; Type-I generalized logistic distribution; Type-II censored sample;
D O I
10.1016/0378-3758(90)90127-G
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For the Type-I generalized logistic distribution, the maximum likelihood method does not provide explicit estimators for the location and scale parameters based on either complete or Type-II censored samples. We present a simple method of deriving explicit estimators by approximating the likelihood equations appropriately. We derive approximate expressions for the variances and covariance of these estimators. We also show that these estimators are just as efficient as the best linear unbiased estimators (BLUE's). Finally, we illustrate this method of estimation by considering an example. © 1990.
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页码:221 / 236
页数:16
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