In this paper, we derive closed-form estimators for the parameters of some probability distributions belonging to the exponential family. A bootstrap bias-reduced version of these proposed closed-form estimators are also derived. A Monte Carlo simulation is performed for the assessment of the estimators. The results are seen to be quite favorable to the proposed bootstrap bias-reduce estimators.
翻译:本文针对属于指数族分布的某些概率分布参数,推导了闭式估计量。同时,还提出了这些闭式估计量的自助法偏差缩减版本。通过蒙特卡洛模拟对估计量性能进行评估,结果表明所提出的自助法偏差缩减估计量具有显著优势。