A Unified Approach of Parameter Estimation

Ahmed Guellil (1, 2) , Tewfik Kernane (3)

1 USTHB - Labo de probabilité et statistique
2 Laboratoire Modélisation Stochastique et Traitement des Données
3 Department of Mathematics

We introduce a new distance and we use it to parameter estimation purposes. We observe how it operates and we use in its place the usual methods of estimation which we call the methods of the new approach. We realize that we obtain a discretization of the continuous case. Moreover, when it is necessary to consider truncated data nothing is changed in computations.

Mots clés: Parameter estimation; minimum distance estimation; family of auxiliary distributions; type-I censoring.; type-I censoring

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Ahmed Guellil, Tewfik Kernane. A Unified Approach of Parameter Estimation. 2008. ⟨hal-00344520⟩