Best linear unbiased estimation of location and scale parameters of the log-logistic distribution |
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Authors: | N. Balakrishnan H.J. Malik |
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Affiliation: | 1. Dept of Math. &2. Stats , McMaster University , Ontario, Canada;3. Stats , University of Guelph , Ontario, Canada |
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Abstract: | If an assumption, such as homoscedasticity, or some other aspect of an inference problem, such as the number of cases, is altered, our conclusions may change and different parts of the conclusions can be affected in different ways. Most diagnostic procedures measure the influence on one particular aspect of the conclusion - such as model fit or change in parameter estimates. The effect on all aspects of the conclusions can be described by the difference in two log likelihood functions and when the log likelihood functions come from an exponential family or are quasi-likelihoods, this difference can be factored into three terms: one depending only on the alteration, another depending only on the aspects of the conclusions to be considered, and a third term depending on both. The third term is interesting because it shows which aspects of the conclusions are relatively insensitive even to large alterations. |
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Keywords: | order statistics best linear unbiased estimator log-logistic distribution recurrence relations single moments convariations gamma function bata function Burr's idstribution |
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