On the Maximum Likelihood Estimators for some Generalized Pareto-like Frequency Distribution

被引：0

作者：

Farbod, Davood ^{[1
]}

Gasparian, Karen ^{[2
]}

机构：

[1] Quchan Univ Adv Technol Engn, Dept Math, Quchan, Iran

[2] Yerevan State Univ, Chair Probabil Theory & Math Stat, Yerevan, Armenia

来源：

JIRSS-JOURNAL OF THE IRANIAN STATISTICAL SOCIETY | 2013年 / 12卷 / 02期

关键词：

Accumulation method; birth-death process; generalized Pareto-like frequency distribution; Kolmogorov-Smirnov (K-W) test; Markov chain monte carlo (MCMC); MLE;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we consider some four-parametric, so-called Generalized Pareto-like Frequency Distribution, which have been constructed using stochastic Birth - Death Process in order to model phenomena arising in Bioinformatics (Astola and Danielian, 2007). As examples, two "real data" sets on the number of proteins and number of residues for analyzing such distribution are given. The conditions of coincidence of solution for the system of Likelihood Equations with the Maximum Likelihood Estimators (MLE) for the parameters of this distribution are also investigated. In addition, we propose Accumulation Method as a recurrence method for approximate computation of the MLE of the parameters. Simulation studies are done.

引用

页码：211 / 233

页数：23

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