Further Results on Estimation of the Parameters of the Pearson Type III Distribution.
Abstract
The report is devoted to a continuation of research on problems in nonregular estimation, with special emphasis on the Pearson Type 3 distribution. New regularity conditions are applied to the Type 3 distribution. It is shown that the regularity conditions are satisfied if the shape parameter, alpha, exceeds two and the location parameter is the only unknown parameter. It follows from LeCam's results that the maximum likelihood estimator is asymptotically optimal in the usual senses when alpha > 2. The problem of estimating the shape and scale parameters of the Type 3 distribution with known location parameter is also considered. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1971
- Accession Number
- AD0728677
Entities
People
- W. R. Blischke
Organizations
- Control Data Corporation