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Year 2015, Volume: 36 Issue: 3, 2216 - 2222, 13.05.2015

Marjan Jalılıan , Maryam Sharıfdoust

Abstract

Estimation based on minimum distance between empirical and theoretical distribution functions

Year 2015, Volume: 36 Issue: 3, 2216 - 2222, 13.05.2015

Marjan Jalılıan , Maryam Sharıfdoust

Abstract

Abstract. Distribution function, other than goodness-of-fit test, is also used in point estimation approach, especially in distributions with closed-form distribution functions. In this paper, the goal is to estimate parameters with minimum distance between empirical and theoretical distribution functions by means of Hellinger and Jeffrey distance measures. Monte Carlo simulation for estimating parameters of generalized Pareto distribution with three parameters represents acceptable results. This distribution does not have any close form moment for obtaining MME and also the estimation of parameters by MLE needs some numerical ways. Finally, the introduced methods is implemented to real data and compared to classical estimators.

Keywords

Method of Moment Maximum Likelihood Hellinger Distance Jeffrey Distance Monte Carlo

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Details

Journal Section Special
Authors

Marjan Jalılıan

Maryam Sharıfdoust This is me

Publication Date May 13, 2015
Published in Issue Year 2015 Volume: 36 Issue: 3

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APA Jalılıan, M., & Sharıfdoust, M. (2015). Estimation based on minimum distance between empirical and theoretical distribution functions. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi, 36(3), 2216-2222.
AMA Jalılıan M, Sharıfdoust M. Estimation based on minimum distance between empirical and theoretical distribution functions. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi. May 2015;36(3):2216-2222.
Chicago Jalılıan, Marjan, and Maryam Sharıfdoust. “Estimation Based on Minimum Distance Between Empirical and Theoretical Distribution Functions”. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi 36, no. 3 (May 2015): 2216-22.
EndNote Jalılıan M, Sharıfdoust M (May 1, 2015) Estimation based on minimum distance between empirical and theoretical distribution functions. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi 36 3 2216–2222.
IEEE M. Jalılıan and M. Sharıfdoust, “Estimation based on minimum distance between empirical and theoretical distribution functions”, Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi, vol. 36, no. 3, pp. 2216–2222, 2015.
ISNAD Jalılıan, Marjan - Sharıfdoust, Maryam. “Estimation Based on Minimum Distance Between Empirical and Theoretical Distribution Functions”. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi 36/3 (May 2015), 2216-2222.
JAMA Jalılıan M, Sharıfdoust M. Estimation based on minimum distance between empirical and theoretical distribution functions. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi. 2015;36:2216–2222.
MLA Jalılıan, Marjan and Maryam Sharıfdoust. “Estimation Based on Minimum Distance Between Empirical and Theoretical Distribution Functions”. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi, vol. 36, no. 3, 2015, pp. 2216-22.
Vancouver Jalılıan M, Sharıfdoust M. Estimation based on minimum distance between empirical and theoretical distribution functions. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi. 2015;36(3):2216-22.