2000
DOI: 10.1002/1521-4036(200008)42:4<471::aid-bimj471>3.0.co;2-z
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A Maximum Likelihood Estimator for Shape Parameters of S-Distributions

Abstract: The S‐distribution is a four‐parameter distribution that is defined in terms of a differential equation, in which the cumulative is represented as the dependent variable: The article proposes a maximum likelihood estimator for the shape parameters of this distribution.

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Cited by 8 publications
(11 citation statements)
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“…Parameters of the distribution were estimated with leastsquares and maximum likelihood methods [731,740,746].…”
Section: Recastingmentioning
confidence: 90%
“…Parameters of the distribution were estimated with leastsquares and maximum likelihood methods [731,740,746].…”
Section: Recastingmentioning
confidence: 90%
“…Details of this procedure and examples of its performance can be found in reference [9]. Alternatively, the shape parameters g and h of the S-distribution can be obtained by using the corresponding maximum likelihood estimator [23]. In such case, and the initial condition can be obtained using the same procedure stated above.…”
Section: Data Representation Using S-distributionsmentioning
confidence: 99%
“…The actual determination of parameter values can be executed in different ways; the most efficient and statistically desirable method is in most cases maximum-likelihood estimation. (26) Since S-distributions are derived from a background of power-law approximation, (20,22) they can be employed in two ways. Either the entire data distribution of interest can be modeled by an S-distribution, or one may focus just on one of the tails or some center portion of the distribution, thereby further improving the (local) data fit.…”
Section: S-distributionmentioning
confidence: 99%
“…The solid line in the background represents the S-distribution that was determined through maximum likelihood estimation. (26) Its parameter values are ␣ ϭ 1.189, g ϭ 1.130, h ϭ 1.702, and X 0 ϭ 0.085. To obtain random numbers with the tables and method proposed previously, the shape parameters are rounded to g ϭ 1.1 and h ϭ 1.7.…”
Section: Examplementioning
confidence: 99%