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A testing approach to estimation |
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| Authors: | Russell F. Kappenman |
| Affiliation: | Northwest and Alaska Fisheries Center , 2725 Montlake Boulevard East, Seattle , Washington , 98112 |
| Abstract: | Results from the theory of uniformly most powerful invariant tests are used to develop a new parameter estimation procedure. The procedure is used to derive parameter estimators for several important distributions. Results of simulation studies comparing the performances of the new estimators and maximum likelihood estimators are presented. |
| Keywords: | Gamma distribution generalized gamma distritution inverse Gaussian distribution parameter estimation uniformly most powerful invariant tests weibull distribution |