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Maximum likelihood estimation and a test of fit based on the Anderson–Darling statistic are presented for the case of the power-law distribution when the parameters are estimated from a left-censored sample. Expressions for the maximum likelihood estimators and tables of asymptotic percentage...
Persistent link: https://www.econbiz.de/10011057568
field the same equation is satisfied by the average of the integer powers of the density, which are the moments of the … related probability density. For a generic vector field the Fokker–Planck equation for the moments is slightly modified. We … probabilistic meaning of the moments is discussed and the comparison between the analytical results and the numerical simulation is …
Persistent link: https://www.econbiz.de/10010873406
For a general class of collision operators, we perform an asymptotic analysis of the moments of the stationary … separable kernels, which are also known as “relaxation time approximations”. It turns out that the behaviour of the moments is …
Persistent link: https://www.econbiz.de/10011060701