Modified Moments and Maximum Likelihood Estimators for Parameters of Erlang Truncated Exponential Distribution

On the Maximum Likelihood Estimators for some Generalized Pareto-like Frequency Distribution

Abstract. In this paper we consider some four-parametric, so-called Generalized Pareto-like Frequency Distribution, which have been constructed using stochastic Birth-Death Process in order to model phenomena arising in Bioinformatics (Astola and Danielian, 2007). As examples, two ”real data” sets on the number of proteins and number of residues for analyzing such distribution are given. The co...

A small sample comparison of maximum likelihood, moments and L-moments methods for the asymmetric exponential power distribution

This article considers three methods of estimation, namely maximum likelihood, moments and L-moments, when data come from an asymmetric exponential power distribution. This is a four parameters very flexible parametric family exhibiting variety of tail and shape behaviour. The analytical expression of the first four L-moments of these distributions are derived, what allows the use of L-moments ...

Bias Reduction for the Maximum Likelihood Estimators of the Parameters in the Half-Logistic Distribution

We derive analytic expressions for the biases of the maximum likelihood estimators of the scale parameter in the half-logistic distribution with known location, and of the location parameter when the latter is unknown. Using these expressions to bias-correct the estimators is highly effective, without adverse consequences for estimation mean squared error. The overall performance of the first o...

Abstracts Contents Sukru Acitas, Modified Maximum Likelihood Estimators of Parameters of One-Way

Maximum Likelihood-Like Estimators for the Gamma Distribution

It is well-known that maximum likelihood (ML) estimators of the two parameters in a Gamma distribution do not have closed forms. This poses difficulties in some applications such as real-time signal processing using low-grade processors. The Gamma distribution is a special case of a generalized Gamma distribution. Surprisingly, two out of the three likelihood equations of the generalized Gamma ...