Name
Title | ||
|---|---|---|
Some Simple Method of Estimation for the Parameters of the Discrete Stable Distribution with the Probability Generating Function |
Abstract | ||
|---|---|---|
In this article, we develop a method to estimate the two parameters of the discrete stable distribution. By minimizing the quadratic distance between transforms of the empirical and theoretical probability generating functions, we obtain estimators simple to calculate, asymptotically unbiased, and normally distributed. We also derive the expression for their variance-covariance matrix. We simulate several samples of discrete stable distributed datasets with different parameters, to analyze the effect of tuncation on the right tail of the distribution. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1080/03610910903202089 | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION |
Keywords | DocType | Volume |
Asymptotic bias,Linear regression,Normality,Probability generating function,Quadratic distance,Truncation | Journal | 38 |
Issue | ISSN | Citations |
9 | 0361-0918 | 1 |
PageRank | References | Authors |
0.38 | 0 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Louis G. Doray | 1 | 2 | 1.01 |
| Shu Mei Jiang | 2 | 1 | 0.38 |
| Andrew Luong | 3 | 1 | 0.38 |