Estimation of a single parameter of some probability distributions using L2 optimization

math.ST

/ Authors

/ Abstract

We propose a minimum distance estimation of a rate parameter of some probability distributions. This paper discusses asymptotic properties of the resulting estimator. Next, we compare the proposed estimator with other estimators.

Estimation of a single parameter of some probability distributions using L2 optimization

math.ST

/ Authors

Jiwoong Kim

/ Abstract

We propose a minimum distance estimation of a rate parameter of some probability distributions. This paper discusses asymptotic properties of the resulting estimator. Next, we compare the proposed estimator with other estimators.