Diagnostic Parameter Determination for a Class of Three-Parameter Probability Distributions

Abstract

The problem of parameter estimation of the non-shifted hyper-Gamma class is being considered. The approach is based on an applicability criterion which provides the opportunity to determine the parameters by means of three equations derived from the first and second moments and an analytical approximation of the logarithm of the cumulative distribution function. The parameter estimation process requires the iterative solution of two equations. Examples are given to verify the efficiency of the proposed parameter determination method. Recently obtained results on maximum-likelihood parameter estimation for the hyper-Gamma class may turn out to be practically more reliable than those presented in this report, especially for non-smooth data.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1987
Accession Number
ADA203706

Entities

People

  • H. P. Dudel
  • S. H. Lehnigk

Organizations

  • United States Army Aviation and Missile Command

Tags

Communities of Interest

  • Air Platforms
  • Materials and Manufacturing Processes
  • Weapons Technologies

DTIC Thesaurus Topics

  • Classification
  • Command And Control
  • Computer Programming
  • Convergence
  • Data Science
  • Data Sets
  • Distribution Functions
  • Equations
  • Exponential Functions
  • Inequalities
  • Information Science
  • Maximum Likelihood Estimation
  • Plastic Explosives
  • Power Series
  • Probability
  • Probability Distributions
  • Sequences

Fields of Study

  • Mathematics

Readers

  • Statistical inference.