A Comparison of the Method of Moments Estimator and Maximum Likelihood Estimator for the Success Probability in the Fibonacci-Type Probability Distribution

• Autorzy: Yeil Kwon
• Języki publikacji: EN

Abstrakty

EN

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. (original abstract)

Słowa kluczowe

EN

Maximum likelihood estimation; Functions; Estimation

PL

Metoda największej wiarygodności; Funkcje; Estymacja

• Czasopismo: Statistics in Transition
• Rocznik: 2022
• Tom: 23
• Numer: nr 3
• Strony: 27--41

Twórcy

autor

Yeil Kwon

• University of Central Arkansas, USA

Bibliografia

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Identyfikatory

DOI

10.2478/stattrans-2022-0028