Doctoral Dissertations
Abstract
"Estimating the reciprocal of a scale parameter by means of frequency moments is investigated. An investigation of the bias and mean squared error is carried out and practical methods for implementing the method of frequency moments in the case of the Cauchy distribution are considered. A two-step estimation procedure is proposed, and a comparison of a one-step and two-step procedure is made. Uniform and normal distributions are considered as prior distributions for the interval width in the frequency moments method and mean squared error is tabulated.
A method to estimate I lxl j f k (x) dx is proposed where f(x) is a probability density function. The method involves the use of the Parzen type density estimators. The estimates are shown to converge almost everywhere.
Pivotal quantities based on estimates of I lx! J f k (x) dx are k developed for estimating location and the reciprocal of scale parameters. Asymptotic distributions are considered for two cases. The results are applied to estimating parameters from the Cauchy distribution"-- Abstract, p. ii
Advisor(s)
Higgins, James J.
Committee Member(s)
Engelhardt, Max
Haddock, Glen
Rigler, A. K.
Bain, Lee J., 1939-
Department(s)
Mathematics and Statistics
Degree Name
Ph. D. in Mathematics
Publisher
University of Missouri--Rolla
Publication Date
1976
Pagination
vi, 121 pages
Note about bibliography
Includes bibliographical references (pages 117-118)
Rights
© 1976 Dolores Marie Halper Tichenor, All rights reserved.
Document Type
Dissertation - Open Access
File Type
text
Language
English
Thesis Number
T 4087
Print OCLC #
5985242
Recommended Citation
Tichenor, Dolores Marie Halper, "On Estimating Functionals of Probability Densities and Applications to Parameter Estimation" (1976). Doctoral Dissertations. 424.
https://scholarsmine.mst.edu/doctoral_dissertations/424
