Generalized Secant Hyperbolic and a Method of Estimate of its Parameters: Maximum Likelihood Modified

Different generalized distributions are developed in the statistical literature, among them it is the generalized secant hyperbolic distribution (SHG). This paper presents an alternative method for estimation the population parameters of the SHG, called Modified Maximum Likelihood (MVM). Assuming so...

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Autores:
Másmela Caita, Luis Alejandro
Burbano Moreno, Álvaro Alexander
Tipo de recurso:
Fecha de publicación:
2013
Institución:
Universidad EAFIT
Repositorio:
Repositorio EAFIT
Idioma:
spa
OAI Identifier:
oai:repository.eafit.edu.co:10784/14425
Acceso en línea:
http://hdl.handle.net/10784/14425
Palabra clave:
Generalized Secant Hyperbolic Distribution
Modified Maximum Likelihood
Estimation Of Parameters
Distribución Hiperbólica Secante Generalizada
Máxima Verosimilitud Modificada
Estimación De Parámetros
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License
Copyright (c) 2013 Luis Alejandro Másmela Caita, Álvaro Alexander Burbano Moreno
Description
Summary:Different generalized distributions are developed in the statistical literature, among them it is the generalized secant hyperbolic distribution (SHG). This paper presents an alternative method for estimation the population parameters of the SHG, called Modified Maximum Likelihood (MVM). Assuming some alternate expressions that are different from Vaughan´s work in 2002, and based on the same set of data from the original source. It is implemented, the transformed method MVM is implemented computationally, it allows us to observe good approximations of the exact values of the parameters of location and scale, presented by Vaughan in his article. The aim is that in the practice you can use a different methodology to estimate.