Author : Masafumi Akahira
Release : 2017-07-26
Genre : Mathematics
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Book Rating : 964/5 ( reviews)

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Statistical Estimation for Truncated Exponential Families - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Statistical Estimation for Truncated Exponential Families write by Masafumi Akahira. This book was released on 2017-07-26. Statistical Estimation for Truncated Exponential Families available in PDF, EPUB and Kindle. This book presents new findings on nonregular statistical estimation. Unlike other books on this topic, its major emphasis is on helping readers understand the meaning and implications of both regularity and irregularity through a certain family of distributions. In particular, it focuses on a truncated exponential family of distributions with a natural parameter and truncation parameter as a typical nonregular family. This focus includes the (truncated) Pareto distribution, which is widely used in various fields such as finance, physics, hydrology, geology, astronomy, and other disciplines. The family is essential in that it links both regular and nonregular distributions, as it becomes a regular exponential family if the truncation parameter is known. The emphasis is on presenting new results on the maximum likelihood estimation of a natural parameter or truncation parameter if one of them is a nuisance parameter. In order to obtain more information on the truncation, the Bayesian approach is also considered. Further, the application to some useful truncated distributions is discussed. The illustrated clarification of the nonregular structure provides researchers and practitioners with a solid basis for further research and applications.