Accession Number:

AD0761533

Title:

Estimating the Parameters of a Certain Multivariate Exponential Distribution.

Descriptive Note:

Technical rept.,

Corporate Author:

FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s):

Report Date:

1973-04-01

Pagination or Media Count:

39.0

Abstract:

The problem of parameter estimation for a k 1-parameter version of the k-dimensional multivariate exponential distribution MVE of Marshall and Olkin is investigated. Although this MVE is not absolutely continuous with respect to Lebesgue measure, a density with respect to a dominating measure is specified, enabling the derivation of a likelihood function and likelihood equations. In general, the likelihood equations are not solvable explicitly but are shown to have an unique root which is the maximum likelihood estimator MLE. A simple estimator INT is derived from intuitive considerations and also arises as the first iterate in a simple procedure to solve the likelihood equations iteratively. The sequence of estimators obtained by this procedure is shown to converge to the MLE for sufficiently large samples. Modified author abstract

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE