Estimation of number of degrees of freedom of nuclear reaction widths distributions

1969 ◽  
Vol 47 (6) ◽  
pp. 665-686 ◽  
Author(s):  
H. Lycklama ◽  
T. J. Kennett ◽  
L. B. Hughes

The effects of small sample sizes have been studied in estimating the number of degrees of freedom of nuclear reaction widths distributions using the method of maximum likelihood, the method of moments, and the method of minimization of variance. It is found that the estimates are biased as a function of the sample size and the number of degrees of freedom of the widths distribution. Bias is reduced somewhat by applying the estimation techniques to the finite sample transformation of the chi-squared distribution, the beta distribution. The efficiency of each estimation technique is indicated by comparison of the variances of the estimates to the minimum variance obtainable. A modified maximum likelihood estimator is found to be unbiased and efficient.

Symmetry ◽  
2020 ◽  
Vol 12 (5) ◽  
pp. 851
Author(s):  
Tiago M. Magalhães ◽  
Yolanda M. Gómez ◽  
Diego I. Gallardo ◽  
Osvaldo Venegas

The Marshall-Olkin extended family of distributions is an alternative for modeling lifetimes, and considers more or less asymmetry than its parent model, achieved by incorporating just one extra parameter. We investigate the bias of maximum likelihood estimators and use it to develop an estimator with less bias than traditional estimators, by a modification of the score function. Unlike other proposals, in this paper, we consider a bias reduction methodology that can be applied to any member of the family and not necessarily to any particular distribution. We conduct a Monte Carlo simulation in order to study the performance of the corrected estimators in finite samples. This simulation shows that the maximum likelihood estimator is quite biased and the proposed estimator is much less biased; in small sample sizes, the bias is reduced by around 50 percent. Two applications, related to the air conditioning system of an airplane and precipitations, are presented to illustrate the results. In those applications, the bias reduction for the shape parameters is close to 25% and the bias reduction also reduces, among others things, the width of the 95% confidence intervals for quantiles lower than 0.594.


1987 ◽  
Vol 1 (3) ◽  
pp. 349-366
Author(s):  
Jaxk H. Reeves ◽  
Ashim Mallik ◽  
William P. McCormick

A sequential procedure to select optimal prices based on maximum likelihood estimation is considered. Asymptotic properties of the pricing scheme and the concommitant estimation problem are examined. For small sample sizes, simulation results show that the proposed procedure has high efficiency relative to the best procedure when the parameter is known.


1996 ◽  
Vol 12 (1) ◽  
pp. 1-29 ◽  
Author(s):  
Richard A. Davis ◽  
William T.M. Dunsmuir

This paper considers maximum likelihood estimation for the moving average parameter θ in an MA(1) model when θ is equal to or close to 1. A derivation of the limit distribution of the estimate θLM, defined as the largest of the local maximizers of the likelihood, is given here for the first time. The theory presented covers, in a unified way, cases where the true parameter is strictly inside the unit circle as well as the noninvertible case where it is on the unit circle. The asymptotic distribution of the maximum likelihood estimator subMLE is also described and shown to differ, but only slightly, from that of θLM. Of practical significance is the fact that the asymptotic distribution for either estimate is surprisingly accurate even for small sample sizes and for values of the moving average parameter considerably far from the unit circle.


2012 ◽  
Vol 02 (02) ◽  
pp. 1250008 ◽  
Author(s):  
Gregory R. Duffee ◽  
Richard H. Stanton

We study the finite-sample properties of some of the standard techniques used to estimate modern term structure models. For sample sizes and models similar to those used in most empirical work, we reach three surprising conclusions. First, while maximum likelihood works well for simple models, it produces strongly biased parameter estimates when the model includes a flexible specification of the dynamics of interest rate risk. Second, despite having the same asymptotic efficiency as maximum likelihood, the small-sample performance of Efficient Method of Moments (a commonly used method for estimating complicated models) is unacceptable even in the simplest term structure settings. Third, the linearized Kalman filter is a tractable and reasonably accurate estimation technique, which we recommend in settings where maximum likelihood is impractical.


Author(s):  
Mustapha Muhammad ◽  
Isyaku Muhammad ◽  
Aisha Muhammad Yaya

In this paper, a new lifetime model called Kumaraswamy exponentiated U-quadratic (KwEUq) distribution is proposed. Several mathematical and statistical properties are derived and studied such as the explicit form of the quantile function, moments, moment generating function, order statistics, probability weighted moments, Shannon entropy and Renyi entropy. We also found that the usual maximum likelihood estimates (MLEs) fail to hold for the KwEUq distribution. Two alternative methods are suggested for the parameter estimation of the KwEUq, the alternative maximum likelihood estimation (AMLE) and modified maximum likelihood estimation (MMLE). Simulation studies were conducted to assess the finite sample behavior of the AMLEs and MMLEs. Finally, we provide application of the KwEUq for illustration purposes.


2021 ◽  
Vol 40 (2) ◽  
pp. 347-373
Author(s):  
Thais C O Fonseca ◽  
Vinicius S Cerqueira ◽  
Helio S Migon ◽  
Christian A C Torres

This work investigates the effects of using the independent Jeffreys prior for the degrees of freedom parameter of a t-student model in the asymmetric generalised autoregressive conditional heteroskedasticity (GARCH) model. To capture asymmetry in the reaction to past shocks, smooth transition models are assumed for the variance. We adopt the fully Bayesian approach for inference, prediction and model selection We discuss problems related to the estimation of degrees of freedom in the Student-t model and propose a solution based on independent Jeffreys priors which correct problems in the likelihood function. A simulated study is presented to investigate how the estimation of model parameters in the t-student GARCH model are affected by small sample sizes, prior distributions and misspecification regarding the sampling distribution. An application to the Dow Jones stock market data illustrates the usefulness of the asymmetric GARCH model with t-student errors.


Author(s):  
C. Radhakrishna Rao

With the help of certain inequalities concerning the elements of the dispersion matrix of a set of statistics, and of the information matrix, the following results have been proved. Some of these inequalities are extensions of results given by Fisher (1) in the case of a single parameter.(i) Efficient statistics are explicit functions of the minimal set of sufficient statistics.(ii) Functions of the minimal set of sufficient statistics, satisfying the property of uniqueness defined in the text, are best unbiased estimates. Under certain conditions estimates possessing exactly the minimum possible variance can be obtained by the method of maximum likelihood.(iii) In large samples maximum likelihood estimates supply efficient statistics in the case of several parameters.(iv) The importance of replacing the sample by an exhaustive set of sufficient statistics (referred to in this paper as the minimal set) as a first step in any methodological problem has been stressed by R. A. Fisher in various articles and lectures. The above discussion supplies a formal demonstration of this view so far as the problem of estimation is concerned.


PLoS ONE ◽  
2021 ◽  
Vol 16 (12) ◽  
pp. e0261889
Author(s):  
Meraj Hashemi ◽  
Kristan A. Schneider

Background The UN’s Sustainable Development Goals are devoted to eradicate a range of infectious diseases to achieve global well-being. These efforts require monitoring disease transmission at a level that differentiates between pathogen variants at the genetic/molecular level. In fact, the advantages of genetic (molecular) measures like multiplicity of infection (MOI) over traditional metrics, e.g., R0, are being increasingly recognized. MOI refers to the presence of multiple pathogen variants within an infection due to multiple infective contacts. Maximum-likelihood (ML) methods have been proposed to derive MOI and pathogen-lineage frequencies from molecular data. However, these methods are biased. Methods and findings Based on a single molecular marker, we derive a bias-corrected ML estimator for MOI and pathogen-lineage frequencies. We further improve these estimators by heuristical adjustments that compensate shortcomings in the derivation of the bias correction, which implicitly assumes that data lies in the interior of the observational space. The finite sample properties of the different variants of the bias-corrected estimators are investigated by a systematic simulation study. In particular, we investigate the performance of the estimator in terms of bias, variance, and robustness against model violations. The corrections successfully remove bias except for extreme parameters that likely yield uninformative data, which cannot sustain accurate parameter estimation. Heuristic adjustments further improve the bias correction, particularly for small sample sizes. The bias corrections also reduce the estimators’ variances, which coincide with the Cramér-Rao lower bound. The estimators are reasonably robust against model violations. Conclusions Applying bias corrections can substantially improve the quality of MOI estimates, particularly in areas of low as well as areas of high transmission—in both cases estimates tend to be biased. The bias-corrected estimators are (almost) unbiased and their variance coincides with the Cramér-Rao lower bound, suggesting that no further improvements are possible unless additional information is provided. Additional information can be obtained by combining data from several molecular markers, or by including information that allows stratifying the data into heterogeneous groups.


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