Application of Quintile Methods to Estimation of Cauchy Distribution Parameters

• Autorzy: Dorota Pekasiewicz
• Języki publikacji: EN

Abstrakty

EN

Quantile methods are used for estimation of population parameters when other methods such as the maximum likelihood method and the method of moments cannot be applied. In the paper the percentile method, the quantile least squares method and its two modifications are considered. The proposed methods allow estimators to be obtained with smaller bias and smaller mean squared error than estimators of the quantile least squares method. The considered methods can be applied to estimation of the Cauchy distribution parameters. The results of the simulation analysis of the estimator properties have allowed conclusions to be drawn as concerning the application of the considered methods. (original abstract)

Słowa kluczowe

EN

Statistical methods; Estimation; Statistical data analysis

PL

Metody statystyczne; Estymacja; Analiza danych statystycznych

• Czasopismo: Statistics in Transition
• Rocznik: 2014
• Tom: 15
• Numer: nr 1
• Strony: 133--144

Twórcy

autor

Dorota Pekasiewicz

• University of Lodz, Poland

Bibliografia

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• GILCHRIST, W. G., (2000). Statistical modelling with quantile functions. Chapman & Hall/CRT, Boca Raton.
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• WYWIAŁ, J., (2004). Introduction to statistical inference. Publishing House of University of Economics in Katowice, Katowice.