DTIC ADA163831: A Comparison of Estimation Techniques pdf

DTIC ADA163831: A Comparison of Estimation Techniques

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Description of the Book:

The purpose of this thesis is to compare the minimum distance estimation technique with the best linear unbiased estimation technique to determine which estimator provides more accurate estimates of the underlying location and scale parameter values for a given Pareto distribution. Two forms of the Kolmogorov, Anderson-Darling, and Cramer-von Mises minimum distance estimators are tested. A Monte Carlo methodology is used to generate the Pareto random variates and the resulting estimates. A mean square error comparison is then performed to evaluate which estimator provides the best results. Additionally, various sample sizes and shape parameters are also used to determine whether they have an influence on a given estimator’s performance

• Creator/s: Defense Technical Information Center
• Date: 12/1/1985
• Year: 1985
• Book Topics/Themes: DTIC Archive, Charek, Dennis J., AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH SCHOOL OF ENGINEERING, *ESTIMATES, *MATHEMATICAL PREDICTION, *DISTRIBUTION CURVES, COMPUTER PROGRAM DOCUMENTATION, LINEAR SYSTEMS, METHODOLOGY, PARAMETERS, SCALE, MEAN, RANGE(DISTANCE), ERRORS, FORTRAN, COMPARISON, SHAPE, THESES, MONTE CARLO METHOD

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