مشخصات پژوهش

صفحه نخست /Best Unbiased Prediction of ...
عنوان Best Unbiased Prediction of Order Statistics in Stable Distributions
نوع پژوهش مقاله چاپ‌شده در مجلات علمی
کلیدواژه‌ها EM algorithm, Order statistics, Prediction, Stable distribution
چکیده We introduce the best unbiased prediction of missing order statistics of a stable distribution, based on conditional expected value. We present necessary and sufficient conditions for the existence of conditional moments of stable order statistics. These conditions enable us to compute unknown parameters using the expectation-maximization algorithm. We reveal the efficiency of the presented method through a simulation study.
پژوهشگران اسحاق الماسی (نفر اول)، عادل محمدپور (نفر دوم)، محمد محمدی (نفر سوم)