Univariate Birnbaum–Saunders distribution has been used quite effectively to model positively skewed data, especially lifetime data and crack growth data. In this paper, we introduce bivariate Birnbaum–Saunders distribution which is an absolutely continuous distribution whose marginals are univariate Birnbaum–Saunders distributions. Different properties of this bivariate Birnbaum–Saunders distr...

This study derives the parameter estimation in truncated form of a continuous distribution which is comparable to Erlang exponential distribution. The shape and scale will predict whole distributions properties. Approximation be useful making mathematical calculation an easy understand for non-mathematician or statistician. An explicit derivation seen some properties of, Method Moments, Skewnes...

We discuss the estimation of the asymptotic covariance matrix of semiparametric maximum likelihood estimators by the observed proole information. We show that a discretized version of the second derivative of the proole likelihood function yields consistent estimators of minus the eecient information matrix.

The general properties of the gamma distribution, which has several applications in meteorology, are discussed. A short review of the general properties of good statistical estimators is given. This is applied to the gamma distribution to show that the maximum likelihood estimators are jointly sufficient. A new, simple approximation of the likelihood solutions is given, and the efficiency of th...

We consider statistical models driven by Gaussian and non-Gaussian self-similar processes with long memory and we construct maximum likelihood estimators (MLE) for the drift parameter. Our approach is based in the non-Gaussian case on the approximation by random walks of the driving noise. We study the asymptotic behavior of the estimators and we give some numerical simulations to illustrate ou...

This paper is concerned with the derivation of new estimators and performance bounds for the problem of timing estimation of (linearly) digitally modulated signals. The conditional maximum likelihood (CML) method is adopted, in contrast to the classical low-SNR unconditional ML (UML) formulation that is systematically applied in the literature for the derivation of non-data-aided (NDA) timing-e...