Some Useful Distributions

David J. Olive
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David J. Olive: Southern Illinois University, Department of Mathematics

Chapter Chapter 10 in Statistical Theory and Inference, 2014, pp 291-357 from Springer

Abstract: Abstract This chapter contains many useful examples of parametric distributions, one- and two-parameter exponential families, location–scale families, maximum likelihood estimators, method of moment estimators, transformations t(Y ), E(Y ), V (Y ), moment generating functions, and confidence intervals. Many of the distributions can be used to create exam questions on the above topics as well as the kernel method, MSE, and hypothesis testing. Using the population median and median absolute deviation, robust estimators of parameters can often be found using the sample median and median absolute deviation.

Keywords: Location-scale Family; Inverse Exponential Distribution; Burr Type; Largest Extreme Value Distribution; Zero-truncated Poisson Distribution (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-04972-4_10

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DOI: 10.1007/978-3-319-04972-4_10

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