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Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

Statistics and Probability

2020

Journal of Modern Applied Statistical Methods

Asymptotically unbiasedness

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Full-Text Articles in Physical Sciences and Mathematics

Maximum Likelihood Estimations Based On Upper Record Values For Probability Density Function And Cumulative Distribution Function In Exponential Family And Investigating Some Of Their Properties, Saman Hosseini, Parviz Nasiri, Sharad Damodar Gore Jul 2020

Maximum Likelihood Estimations Based On Upper Record Values For Probability Density Function And Cumulative Distribution Function In Exponential Family And Investigating Some Of Their Properties, Saman Hosseini, Parviz Nasiri, Sharad Damodar Gore

Journal of Modern Applied Statistical Methods

A useful subfamily of the exponential family is considered. The ML estimation based on upper record values are calculated for the parameter, Cumulative Density Function, and Probability Density Function of the subfamily. The relationship between MLE based on record values and a random sample are discussed, along with some properties of these estimators, and its utility is shown for large samples.