Estimation of Location and Scale Parameters in a Truncated Grouped Sech Square Distribution
作者:
P.R. Fisk,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1961)
卷期:
Volume 56,
issue 295
页码: 692-702
ISSN:0162-1459
年代: 1961
DOI:10.1080/01621459.1961.10480655
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The iterative calculations required to obtain the maximum likelihood estimates of α and β in the distribution functiondF(z) =ez/(1 +ez)2dz, wherez= α +βx, are presented for doubly truncated, upper and lower truncated, and untruncated grouped samples. The calculations needed to obtain the maximum likelihood estimator of Pareto's constant are also given for a lower truncated grouped sample with both equal and unequal grouping. Asymptotic variances and covariances are derived for all estimators considered.
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