Parameter Estimation for the Two-Sided BS and IG Distributions : and Laws of Large Numbers for Arrays Under a Condition of Uniform Integrability

Supranee Lisawadi

ISBN 10: 3639169247 / ISBN 13: 9783639169249

Verlag: VDM Verlag, 2009

Beschreibung

Zustand: Sehr gut | Seiten: 108 | Sprache: Englisch | Produktart: Bücher.

Bestandsnummer des Verkäufers 5474013/2

Bibliografische Details

• Titel: Parameter Estimation for the Two-Sided BS and IG Distributions : and Laws of Large Numbers for Arrays Under a Condition of Uniform Integrability
• Verlag: VDM Verlag
• Erscheinungsjahr: 2009
• Sprache: Englisch
• ISBN-10: 3639169247
• ISBN-13: 9783639169249
• Einband: Softcover
• Zustand: Sehr gut
• Verkäuferkataloge:
  • Bücher

Über diesen Titel

Inhaltsangabe

This book considers two independent problems: one in Statistics and another in Probability Theory. The statistical problem considered here consists of classical point estimation and asymptotic analysis. The probability problem consists of limit theorems (mainly the weak law of large numbers). Point estimation based on a new family of the two- sided Birnbaum-Saunders and inverse Gaussian lifetime distributions is investigated. The method of moments of parameters estimation and Asymptotic statistical properties of the proposed estimators are developed. A Monte Carlo simulation study is conducted to appraise the performance of the proposed strategies for given sample sizes. Weak laws of large numbers for an array of dependent random variables satisfying a new notion of uniform integrability are obtained. The results extend and sharpen the previously known results in this field.

Über die Autorin bzw. den Autor

Ph.D. (Statistics)