Abstract

The main result of this paper is a consistency theorem for the maximum spacing method, a general method of estimating parameters in continuous univariate distributions, introduced by Cheng and Amin (J. Roy. Statist. Sec. Ser. A 45 (1983) 394-403) and independently by Ranneby (Scand. J. Statist. 11 (1984) 93-112). This main result generalizes a theorem of Ranneby (Scand. J. Statist. 11 (1984) 93-112). Also, some examples are given, which shows that this estimation method works also in cases where the maximum likelihood method breaks down. (C) 1998 Elsevier Science B.V. All nights reserved.

Keywords

estimation; sample spacings; maximum likelihood; maximum spacing method; maximum spacing estimate

Published in

Journal of Statistical Planning and Inference
1998, Volume: 70, number: 2, pages: 224209

UKÄ Subject classification

Probability Theory and Statistics


Publication identifier

DOI: https://doi.org/10.1016/S0378-3758(97)00185-7

Permanent link to this page (URI)

https://res.slu.se/id/publ/100464