We derive analytic expressions for the biases, to O(n^(-1)) of the maximum likelihood estimators of the parameters of the generalized Rayleigh distribution family. Using these expressions to bias-correct the estimators is found to be extremely effective in terms of bias reduction, and generally results in a small reduction in relative mean squared error. In general, the analytic bias-corrected estimators are also found to be superior to the alternative of bias-correction via the bootstrap. / Graduate
| Identifer | oai:union.ndltd.org:uvic.ca/oai:dspace.library.uvic.ca:1828/3516 |
| Date | 29 August 2011 |
| Creators | Ling, Xiao |
| Contributors | Giles, David E. A. |
| Source Sets | University of Victoria |
| Language | English, English |
| Detected Language | English |
| Type | Thesis |
| Rights | Available to the World Wide Web |
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