Parametereinschätzung bei klassierten Daten. Ein Vergleich konkurrierender Schätzmethoden
This paper considers the problem of parameter estimation when data of a random sample are given in the form of a frequency table. We give special consideration to a method that linearizes the cumulative distribution function. In that case parameters can be derived from the weighted estimation of a linear regression equation. The favourable properties of this estimation technique are demonstrated in a simulation experiment, where the parameters of a two-parameter-Weibull distribution are estimated
Year of publication: |
1998-12
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Authors: | Niermann, Stefan |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover |
Saved in:
freely available
Extent: | application/pdf |
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Series: | Hannover Economic Papers (HEP). - ISSN 0949-9962. |
Type of publication: | Book / Working Paper |
Notes: | 17 pages |
Source: |
Persistent link: https://www.econbiz.de/10005405343
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