Far East Journal of Theoretical Statistics
Volume 40, Issue 2, Pages 127 - 143
(August 2012)
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MAXIMUM LIKELIHOOD ESTIMATORS FOR THE PARAMETERS OF A DISTRIBUTION EXTENDED LOG-LOC-SCALE CLASS
Eduardo Gutiérrez González, Olga Vladimirovna Panteleeva and VÃctor Manuel Córdoba Lobo
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Abstract: In this paper, an extension of the class to log-scale distributions that has a third shape parameter is proposed. The extended class consists of pairs of random variables related to a logarithmic or exponential transformation. A method for calculating maximum likelihood estimates of the three parameters in each distribution is proposed. The method is applied to the pair of generalized gamma distributions and generalized log-gamma, both with three parameters. The shape parameter shows that the maximum likelihood estimator is asymptotically unbiased and consistent in the mean square error. |
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