شماره ركورد كنفرانس
4109
عنوان مقاله
A Jensen-Gini measure of divergence with application in parameter estimation
پديدآورندگان
Mehrali Y Department of Statistics, University of Isfahan, Isfahan, Iran , Asadi M Department of Statistics, University of Isfahan, Isfahan, Iran , Kharazmi O Department of Statistics, University of Isfahan, Isfahan, Iran
تعداد صفحه
12
كليدواژه
Estimation , Generalized estimating equations , Gini mean difference , Information measures
سال انتشار
1396
عنوان كنفرانس
يازدهمين سمينار ملي احتمال و فرآيندهاي تصادفي
زبان مدرك
انگليسي
چكيده فارسي
In the present paper, we define a new measure of divergence between two probabil- ity distribution functions F1 and F2 based on Jensen inequality and Gini mean difference. The proposed measure of divergence is applied to estimate the unknown parameters of a probability distribution. Asymptotic properties of estimator such as consistency and normality are explored. Some simulation studies are performed to evaluate the performance of estimator
كشور
ايران
لينک به اين مدرک