Parameter estimation for strict arcsine distribution
The two-parameter strict arcsine distribution as a member of the natural exponential family with cubic variance function has been shown to be a viable candidate for statistical analysis of count data. Efficient methods of parameter estimation will be essential in practical applications of the distri...
Published in: | Communications in Statistics: Simulation and Computation |
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Taylor and Francis Ltd.
2024
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Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85189816140&doi=10.1080%2f03610918.2024.2335539&partnerID=40&md5=041e72bf8b6e53dc2d51b5d8d7c21d17 |
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2-s2.0-85189816140 Low Y.-C.; Phang Y.-N.; Khoo W.-C.; Ong S.-H. Parameter estimation for strict arcsine distribution 2024 Communications in Statistics: Simulation and Computation 10.1080/03610918.2024.2335539 https://www.scopus.com/inward/record.uri?eid=2-s2.0-85189816140&doi=10.1080%2f03610918.2024.2335539&partnerID=40&md5=041e72bf8b6e53dc2d51b5d8d7c21d17 The two-parameter strict arcsine distribution as a member of the natural exponential family with cubic variance function has been shown to be a viable candidate for statistical analysis of count data. Efficient methods of parameter estimation will be essential in practical applications of the distribution. In this paper we examine some methods of parameter estimation. Due to the simple expression of the probability generating function, a probability generating function-based estimation procedure is considered and compared with other estimation procedures. Since the accuracy of the parameter estimation procedure affects the probability of correct selection in choosing the correct probability distribution, we extend the investigation by examining the discrimination between strict arcsine and generalized Poisson distributions in which both have cubic variance functions. © 2024 Taylor & Francis Group, LLC. Taylor and Francis Ltd. 3610918 English Article |
author |
Low Y.-C.; Phang Y.-N.; Khoo W.-C.; Ong S.-H. |
spellingShingle |
Low Y.-C.; Phang Y.-N.; Khoo W.-C.; Ong S.-H. Parameter estimation for strict arcsine distribution |
author_facet |
Low Y.-C.; Phang Y.-N.; Khoo W.-C.; Ong S.-H. |
author_sort |
Low Y.-C.; Phang Y.-N.; Khoo W.-C.; Ong S.-H. |
title |
Parameter estimation for strict arcsine distribution |
title_short |
Parameter estimation for strict arcsine distribution |
title_full |
Parameter estimation for strict arcsine distribution |
title_fullStr |
Parameter estimation for strict arcsine distribution |
title_full_unstemmed |
Parameter estimation for strict arcsine distribution |
title_sort |
Parameter estimation for strict arcsine distribution |
publishDate |
2024 |
container_title |
Communications in Statistics: Simulation and Computation |
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doi_str_mv |
10.1080/03610918.2024.2335539 |
url |
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85189816140&doi=10.1080%2f03610918.2024.2335539&partnerID=40&md5=041e72bf8b6e53dc2d51b5d8d7c21d17 |
description |
The two-parameter strict arcsine distribution as a member of the natural exponential family with cubic variance function has been shown to be a viable candidate for statistical analysis of count data. Efficient methods of parameter estimation will be essential in practical applications of the distribution. In this paper we examine some methods of parameter estimation. Due to the simple expression of the probability generating function, a probability generating function-based estimation procedure is considered and compared with other estimation procedures. Since the accuracy of the parameter estimation procedure affects the probability of correct selection in choosing the correct probability distribution, we extend the investigation by examining the discrimination between strict arcsine and generalized Poisson distributions in which both have cubic variance functions. © 2024 Taylor & Francis Group, LLC. |
publisher |
Taylor and Francis Ltd. |
issn |
3610918 |
language |
English |
format |
Article |
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record_format |
scopus |
collection |
Scopus |
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1809677884796698624 |