Estimation of the parameters of a Trivariate Geometric Distribution and its Marginals subject to some conditions.

Autor: Shankarnarayanan, Annapurna, Dixit, U. J.
Předmět:
Zdroj: Journal of the Indian Statistical Association; Jun-Dec2023, Vol. 61 Issue 1/2, p99-114, 16p
Abstrakt: Estimation of parameters of a trivariate geometric distribution is discussed using its bivariate and univariate marginals. The uniformly minimum variance unbiased estimators (UMVUE) of the parameters and their functions have been derived subject to some conditions. The corresponding maximum likelihood estimators (MLE) have also been derived. Further, exact variances of the UMVUEs and MLEs have been obtained. The corresponding mean square errors have been compared. It is found that in some cases, UMVUE is more efficient with respect to the mean square errors. In the final section an example of real data from India's bullion market has been considered to understand the price fluctuations of gold and silver. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index