Year: 2014
Type: preprint
Abstract: We propose estimators for the parameters of the Linnik L$(α,γ)$ distribution. The estimators are derived from the moments of the log-transformed Linnik distributed random variable, and are shown to be asymptotically unbiased. The estimation algorithm is computationally simple and less restrictive. Our procedure is also tested using simulated data.
Source: arXiv (Cornell University)
Author: Cahoy, Dexter
Institution: Louisiana Tech University
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2950475414