Closed-form estimators for the inverse Nakagami distribution
Abstract The inverse Nakagami distribution due to Louzada et al. (2018) does not have closed-form maximum likelihood estimators. Closed-form estimators by adapting the method of moments are proposed in this note. Also proposed is a bias corrected version of the estimators. Large sample properties in...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Academia Brasileira de Ciências
2025-03-01
|
| Series: | Anais da Academia Brasileira de Ciências |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652025000100401&tlng=en |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1849337789283303424 |
|---|---|
| author | VICTOR NAWA SARALEES NADARAJAH |
| author_facet | VICTOR NAWA SARALEES NADARAJAH |
| author_sort | VICTOR NAWA |
| collection | DOAJ |
| description | Abstract The inverse Nakagami distribution due to Louzada et al. (2018) does not have closed-form maximum likelihood estimators. Closed-form estimators by adapting the method of moments are proposed in this note. Also proposed is a bias corrected version of the estimators. Large sample properties including asymptotic variances of the proposed estimators are derived. A simulation study and data applications are provided to compare the performances of the maximum likelihood estimators, the proposed estimators and their bias corrected versions. |
| format | Article |
| id | doaj-art-d542aa33e3cc4d5aa1f502fdfcc7af42 |
| institution | Kabale University |
| issn | 1678-2690 |
| language | English |
| publishDate | 2025-03-01 |
| publisher | Academia Brasileira de Ciências |
| record_format | Article |
| series | Anais da Academia Brasileira de Ciências |
| spelling | doaj-art-d542aa33e3cc4d5aa1f502fdfcc7af422025-08-20T03:44:35ZengAcademia Brasileira de CiênciasAnais da Academia Brasileira de Ciências1678-26902025-03-0197110.1590/0001-3765202520240838Closed-form estimators for the inverse Nakagami distributionVICTOR NAWAhttps://orcid.org/0000-0001-6019-7325SARALEES NADARAJAHhttps://orcid.org/0000-0002-0481-0372Abstract The inverse Nakagami distribution due to Louzada et al. (2018) does not have closed-form maximum likelihood estimators. Closed-form estimators by adapting the method of moments are proposed in this note. Also proposed is a bias corrected version of the estimators. Large sample properties including asymptotic variances of the proposed estimators are derived. A simulation study and data applications are provided to compare the performances of the maximum likelihood estimators, the proposed estimators and their bias corrected versions.http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652025000100401&tlng=endigamma functionmethod of momentstrigamma functionvariance |
| spellingShingle | VICTOR NAWA SARALEES NADARAJAH Closed-form estimators for the inverse Nakagami distribution Anais da Academia Brasileira de Ciências digamma function method of moments trigamma function variance |
| title | Closed-form estimators for the inverse Nakagami distribution |
| title_full | Closed-form estimators for the inverse Nakagami distribution |
| title_fullStr | Closed-form estimators for the inverse Nakagami distribution |
| title_full_unstemmed | Closed-form estimators for the inverse Nakagami distribution |
| title_short | Closed-form estimators for the inverse Nakagami distribution |
| title_sort | closed form estimators for the inverse nakagami distribution |
| topic | digamma function method of moments trigamma function variance |
| url | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652025000100401&tlng=en |
| work_keys_str_mv | AT victornawa closedformestimatorsfortheinversenakagamidistribution AT saraleesnadarajah closedformestimatorsfortheinversenakagamidistribution |