ESTIMATING THE PARAMETERS OF A CONVOLUTION.

Abstract

The report treats some parametric estimation problems in which one observes a random variable which is the sum of two independent nonidentically distributed random variables. Some basic identifiability theorems are given which suggest the method of moments as a general method for attacking such problems, particularly when one of the summand variables is discrete. Moment estimators and their asymptotic distributions are examined for various specific examples. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 10, 1968
Accession Number
AD0669792

Entities

People

  • John Van Ryzin
  • Stanley L. Sclove

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Convolution
  • Estimators
  • Mathematics
  • Method Of Moments
  • Random Variables

Fields of Study

  • Mathematics

Readers

  • Statistical inference.