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Physical Sciences and Mathematics Commons

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

Brigham Young University

Theses/Dissertations

Statistics and Probability

Maximum likelihood

Publication Year

Articles 1 - 3 of 3

Full-Text Articles in Physical Sciences and Mathematics

Parameter Estimation In Linear-Linear Segmented Regression, Erika Lyn Hernandez Apr 2010

Parameter Estimation In Linear-Linear Segmented Regression, Erika Lyn Hernandez

Theses and Dissertations

Segmented regression is a type of nonlinear regression that allows differing functional forms to be fit over different ranges of the explanatory variable. This paper considers the simple segmented regression case of two linear segments that are constrained to meet, often called the linear-linear model. Parameter estimation in the case where the joinpoint between the regimes is unknown can be tricky. Using a simulation study, four estimators for the parameters of the linear-linear model are evaluated. The bias and mean squared error of the estimators are considered under differing parameter combinations and sample sizes. Parameters estimated in the model are …


Parameter Estimation For The Lognormal Distribution, Brenda Faith Ginos Nov 2009

Parameter Estimation For The Lognormal Distribution, Brenda Faith Ginos

Theses and Dissertations

The lognormal distribution is useful in modeling continuous random variables which are greater than or equal to zero. Example scenarios in which the lognormal distribution is used include, among many others: in medicine, latent periods of infectious diseases; in environmental science, the distribution of particles, chemicals, and organisms in the environment; in linguistics, the number of letters per word and the number of words per sentence; and in economics, age of marriage, farm size, and income. The lognormal distribution is also useful in modeling data which would be considered normally distributed except for the fact that it may be more …


Parameter Estimation For The Beta Distribution, Claire Elayne Bangerter Owen Nov 2008

Parameter Estimation For The Beta Distribution, Claire Elayne Bangerter Owen

Theses and Dissertations

The beta distribution is useful in modeling continuous random variables that lie between 0 and 1, such as proportions and percentages. The beta distribution takes on many different shapes and may be described by two shape parameters, alpha and beta, that can be difficult to estimate. Maximum likelihood and method of moments estimation are possible, though method of moments is much more straightforward. We examine both of these methods here, and compare them to three more proposed methods of parameter estimation: 1) a method used in the Program Evaluation and Review Technique (PERT), 2) a modification of the two-sided power …