Form-Invariance of the Non-Regular Exponential Family of Distributions
The weighted distributions are used when the sampling mechanism records observations according to a nonnegative weight function. Sometimes the form of the weighted distribution is the same as the original distribution except possibly for a change in the parameters that is called the form-invariant w...
- Autores:
-
Ghorbanpour, Samereh
Chinipardaz, Rahim
Alavi, Seyed Mohammad Reza
- Tipo de recurso:
- Article of journal
- Fecha de publicación:
- 2018
- Institución:
- Universidad Nacional de Colombia
- Repositorio:
- Universidad Nacional de Colombia
- Idioma:
- spa
- OAI Identifier:
- oai:repositorio.unal.edu.co:unal/66484
- Acceso en línea:
- https://repositorio.unal.edu.co/handle/unal/66484
http://bdigital.unal.edu.co/67512/
- Palabra clave:
- 51 Matemáticas / Mathematics
31 Colecciones de estadística general / Statistics
Fisher information matrix
Form-invariance
Non-regular exponential family
Maximum likelihood estimation
Weighted distribution
Distribución ponderada
estimación de m\'axima verosimilitud
familia exponencial no regular
invarianza de forma
matriz de información de Fisher
- Rights
- openAccess
- License
- Atribución-NoComercial 4.0 Internacional
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Universidad Nacional de Colombia |
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Atribución-NoComercial 4.0 InternacionalDerechos reservados - Universidad Nacional de Colombiahttp://creativecommons.org/licenses/by-nc/4.0/info:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2Ghorbanpour, Samerehfcbaac1b-a670-4a65-993d-3f64a504d245300Chinipardaz, Rahim70ce8b27-a01c-42ee-8d55-437e80d9cf6d300Alavi, Seyed Mohammad Reza8a0be199-7bac-4916-81be-a7ca7e0d252f3002019-07-03T02:13:02Z2019-07-03T02:13:02Z2018-07-01ISSN: 2389-8976https://repositorio.unal.edu.co/handle/unal/66484http://bdigital.unal.edu.co/67512/The weighted distributions are used when the sampling mechanism records observations according to a nonnegative weight function. Sometimes the form of the weighted distribution is the same as the original distribution except possibly for a change in the parameters that is called the form-invariant weighted distribution. In this paper, by identifying a general class of weight functions, we introduce an extended class of form-invariant weighted distributions belonging to the non-regular exponential family which included two common families of distribution: exponential family and non-regular family as special cases. Some properties of this class of distributions such as the sufficient and minimal sufficient statistics, maximum likelihood estimation and the Fisher information matrix are studied.Las distribuciones ponderadas son usadas cuando el mecanismo de muestreo registra observaciones de acuerdo a una función no negativa. En ocasiones la forma de la función ponderada es igual a la original, excepto, posiblemente, en un cambio de parámetros y se denominan distribuciones ponderadas de forma invariante. En este artículo identificamos una clase general de funciones ponderadas e introducimos una forma extendida de distribuciones ponderadas de forma invariante, la cual incluye dos familias comunes: la familia exponencial y la familia no regular como caso particular. Algunas propiedades de estas distribuciones como las estadísticas suficientes y máximas suficientes, la estimación de máxima verosimilitud y la matriz de información de Fisher son estudiadas.application/pdfspaUniversidad Nacional de Colombia - Sede Bogotá - Facultad de Ciencias - Departamento de Estadísticahttps://revistas.unal.edu.co/index.php/estad/article/view/62233Universidad Nacional de Colombia Revistas electrónicas UN Revista Colombiana de EstadísticaRevista Colombiana de EstadísticaGhorbanpour, Samereh and Chinipardaz, Rahim and Alavi, Seyed Mohammad Reza (2018) Form-Invariance of the Non-Regular Exponential Family of Distributions. Revista Colombiana de Estadística, 41 (2). pp. 157-172. ISSN 2389-897651 Matemáticas / Mathematics31 Colecciones de estadística general / StatisticsFisher information matrixForm-invarianceNon-regular exponential familyMaximum likelihood estimationWeighted distributionDistribución ponderadaestimación de m\'axima verosimilitudfamilia exponencial no regularinvarianza de formamatriz de información de FisherForm-Invariance of the Non-Regular Exponential Family of DistributionsArtículo de revistainfo:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1http://purl.org/coar/version/c_970fb48d4fbd8a85Texthttp://purl.org/redcol/resource_type/ARTORIGINAL62233-390956-1-PB.pdfapplication/pdf633023https://repositorio.unal.edu.co/bitstream/unal/66484/1/62233-390956-1-PB.pdf4dc08a9ddf1c3987d1f90807a4f21d0aMD51THUMBNAIL62233-390956-1-PB.pdf.jpg62233-390956-1-PB.pdf.jpgGenerated Thumbnailimage/jpeg6750https://repositorio.unal.edu.co/bitstream/unal/66484/2/62233-390956-1-PB.pdf.jpg6df8ccbb68a9a236147a2955a50296dfMD52unal/66484oai:repositorio.unal.edu.co:unal/664842023-05-25 23:02:53.46Repositorio Institucional Universidad Nacional de Colombiarepositorio_nal@unal.edu.co |
dc.title.spa.fl_str_mv |
Form-Invariance of the Non-Regular Exponential Family of Distributions |
title |
Form-Invariance of the Non-Regular Exponential Family of Distributions |
spellingShingle |
Form-Invariance of the Non-Regular Exponential Family of Distributions 51 Matemáticas / Mathematics 31 Colecciones de estadística general / Statistics Fisher information matrix Form-invariance Non-regular exponential family Maximum likelihood estimation Weighted distribution Distribución ponderada estimación de m\'axima verosimilitud familia exponencial no regular invarianza de forma matriz de información de Fisher |
title_short |
Form-Invariance of the Non-Regular Exponential Family of Distributions |
title_full |
Form-Invariance of the Non-Regular Exponential Family of Distributions |
title_fullStr |
Form-Invariance of the Non-Regular Exponential Family of Distributions |
title_full_unstemmed |
Form-Invariance of the Non-Regular Exponential Family of Distributions |
title_sort |
Form-Invariance of the Non-Regular Exponential Family of Distributions |
dc.creator.fl_str_mv |
Ghorbanpour, Samereh Chinipardaz, Rahim Alavi, Seyed Mohammad Reza |
dc.contributor.author.spa.fl_str_mv |
Ghorbanpour, Samereh Chinipardaz, Rahim Alavi, Seyed Mohammad Reza |
dc.subject.ddc.spa.fl_str_mv |
51 Matemáticas / Mathematics 31 Colecciones de estadística general / Statistics |
topic |
51 Matemáticas / Mathematics 31 Colecciones de estadística general / Statistics Fisher information matrix Form-invariance Non-regular exponential family Maximum likelihood estimation Weighted distribution Distribución ponderada estimación de m\'axima verosimilitud familia exponencial no regular invarianza de forma matriz de información de Fisher |
dc.subject.proposal.spa.fl_str_mv |
Fisher information matrix Form-invariance Non-regular exponential family Maximum likelihood estimation Weighted distribution Distribución ponderada estimación de m\'axima verosimilitud familia exponencial no regular invarianza de forma matriz de información de Fisher |
description |
The weighted distributions are used when the sampling mechanism records observations according to a nonnegative weight function. Sometimes the form of the weighted distribution is the same as the original distribution except possibly for a change in the parameters that is called the form-invariant weighted distribution. In this paper, by identifying a general class of weight functions, we introduce an extended class of form-invariant weighted distributions belonging to the non-regular exponential family which included two common families of distribution: exponential family and non-regular family as special cases. Some properties of this class of distributions such as the sufficient and minimal sufficient statistics, maximum likelihood estimation and the Fisher information matrix are studied. |
publishDate |
2018 |
dc.date.issued.spa.fl_str_mv |
2018-07-01 |
dc.date.accessioned.spa.fl_str_mv |
2019-07-03T02:13:02Z |
dc.date.available.spa.fl_str_mv |
2019-07-03T02:13:02Z |
dc.type.spa.fl_str_mv |
Artículo de revista |
dc.type.coar.fl_str_mv |
http://purl.org/coar/resource_type/c_2df8fbb1 |
dc.type.driver.spa.fl_str_mv |
info:eu-repo/semantics/article |
dc.type.version.spa.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.coar.spa.fl_str_mv |
http://purl.org/coar/resource_type/c_6501 |
dc.type.coarversion.spa.fl_str_mv |
http://purl.org/coar/version/c_970fb48d4fbd8a85 |
dc.type.content.spa.fl_str_mv |
Text |
dc.type.redcol.spa.fl_str_mv |
http://purl.org/redcol/resource_type/ART |
format |
http://purl.org/coar/resource_type/c_6501 |
status_str |
publishedVersion |
dc.identifier.issn.spa.fl_str_mv |
ISSN: 2389-8976 |
dc.identifier.uri.none.fl_str_mv |
https://repositorio.unal.edu.co/handle/unal/66484 |
dc.identifier.eprints.spa.fl_str_mv |
http://bdigital.unal.edu.co/67512/ |
identifier_str_mv |
ISSN: 2389-8976 |
url |
https://repositorio.unal.edu.co/handle/unal/66484 http://bdigital.unal.edu.co/67512/ |
dc.language.iso.spa.fl_str_mv |
spa |
language |
spa |
dc.relation.spa.fl_str_mv |
https://revistas.unal.edu.co/index.php/estad/article/view/62233 |
dc.relation.ispartof.spa.fl_str_mv |
Universidad Nacional de Colombia Revistas electrónicas UN Revista Colombiana de Estadística Revista Colombiana de Estadística |
dc.relation.references.spa.fl_str_mv |
Ghorbanpour, Samereh and Chinipardaz, Rahim and Alavi, Seyed Mohammad Reza (2018) Form-Invariance of the Non-Regular Exponential Family of Distributions. Revista Colombiana de Estadística, 41 (2). pp. 157-172. ISSN 2389-8976 |
dc.rights.spa.fl_str_mv |
Derechos reservados - Universidad Nacional de Colombia |
dc.rights.coar.fl_str_mv |
http://purl.org/coar/access_right/c_abf2 |
dc.rights.license.spa.fl_str_mv |
Atribución-NoComercial 4.0 Internacional |
dc.rights.uri.spa.fl_str_mv |
http://creativecommons.org/licenses/by-nc/4.0/ |
dc.rights.accessrights.spa.fl_str_mv |
info:eu-repo/semantics/openAccess |
rights_invalid_str_mv |
Atribución-NoComercial 4.0 Internacional Derechos reservados - Universidad Nacional de Colombia http://creativecommons.org/licenses/by-nc/4.0/ http://purl.org/coar/access_right/c_abf2 |
eu_rights_str_mv |
openAccess |
dc.format.mimetype.spa.fl_str_mv |
application/pdf |
dc.publisher.spa.fl_str_mv |
Universidad Nacional de Colombia - Sede Bogotá - Facultad de Ciencias - Departamento de Estadística |
institution |
Universidad Nacional de Colombia |
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Repositorio Institucional Universidad Nacional de Colombia |
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