Estimation of parameters of the shifted Gompertz distribution using least squares, maximum likelihood and moments methods

DOI10.1016/j.cam.2013.07.004zbMath1291.62057OpenAlexW2002771520MaRDI QIDQ2252762

Fernando Jiménez Torres

Publication date: 23 July 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2013.07.004

zbMATH Keywords

simulationmaximum likelihood estimationleast squares estimationquantile functionmoment estimationshifted Gompertz distribution

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (9)

Unnamed Item ⋮ The skew-reflected-Gompertz distribution for analyzing symmetric and asymmetric data ⋮ The assessment on the lifetime performance index of products with Gompertz distribution based on the progressive type I interval censored sample ⋮ Recursive and iterative least squares parameter estimation algorithms for observability canonical state space systems ⋮ A note on weighted least square distribution fitting and full standardization of the empirical distribution function ⋮ Kalman state filtering based least squares iterative parameter estimation for observer canonical state space systems using decomposition ⋮ The shifted Gompertz-G family of distributions: properties and applications ⋮ Estimation of normal distribution parameters and its application to carbonation depth of concrete girder bridges ⋮ Application of the Newton iteration algorithm to the parameter estimation for dynamical systems

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• A Note on the Moments and Computer Generation of the Shifted Gompertz Distribution

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