A Comparison of the Method of Moments Estimator and Maximum Likelihood Estimator for the Success Probability in the Fibonacci-Type Probability Distribution

Kwon, Yeil

doi:10.2478/stattrans-2022-0028

Autor

Kwon Yeil (University of Central Arkansas, USA)

Tytuł

A Comparison of the Method of Moments Estimator and Maximum Likelihood Estimator for the Success Probability in the Fibonacci-Type Probability Distribution

Źródło

Statistics in Transition, 2022, vol. 23, nr 3, s. 27-41, tab., bibliogr. 13 poz.

Słowa kluczowe

Metoda największej wiarygodności, Funkcje, Estymacja
Maximum likelihood estimation, Functions, Estimation

Uwagi

summ.

Abstrakt

A Fibonacci-type probability distribution provides the probabilistic models for establishing stopping rules associated with the number of consecutive successes. It can be interpreted as a generalized version of a geometric distribution. In this article, after revisiting the Fibonaccitype probability distribution to explore its definition, moments and properties, we proposed numerical methods to obtain two estimators of the success probability: the method of moments estimator (MME) and maximum likelihood estimator (MLE). The ways both of them performed were compared in terms of the mean squared error. A numerical study demonsrated that the MLE tends to outperform the MME for most of the parameter space with various sample sizes. (original abstract)

Dostępne w

Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach

Pełny tekst

Bibliografia

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Cytowane przez

ISSN

1234-7655

Język

eng

URI / DOI

BazEkon - Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie

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