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arxiv: 2311.02858 · v4 · pith:NOBPS3BYnew · submitted 2023-11-06 · 🧮 math.ST · stat.TH

Estimation of a single parameter of some probability distributions using L2 optimization

classification 🧮 math.ST stat.TH
keywords estimatorparameterprobabilityasymptoticcomparediscusseddistributiondistributions
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We propose a new estimator of a rate parameter of the exponential probability distribution. After obtaining the estimator, its asymptotic properties will be discussed. Simulation studies compare the proposed estimator with other estimators.

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