Maximum likelihood estimation of parameters of a random variable using Monte Carlo methods

DOI10.1007/S13171-021-00265-0zbMATH Open1521.62010OpenAlexW3207972623MaRDI QIDQ6133732FDOQ6133732

Leila Baiche, Megdouda Ourbih-Tari, Oualid Saci

Publication date: 21 August 2023

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-021-00265-0

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zbMATH Keywords

maximum likelihoodcumulative distribution functionorder statisticsMonte Carlo methodrefined descriptive sampling

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Monte Carlo methods (65C05)

Cites Work

• Title not available (Why is that?)
• R. A. Fisher and the making of maximum likelihood 1912--1922
• Order Statistics
• Characterization of a Ranked-Set Sample with Application to Estimating Distribution Functions
• Ranked Set Sampling Theory with Order Statistics Background
• Methods of moments estimation in finite mixtures
• Monte Carlo Methods for Applied Scientists
• Parametric ranked set sampling
• The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation
• A general purpose module using refined descriptive sampling for installation in simulation systems
• A comparison of methods for selecting values of simulation input variables
• Large-sample variance of simulation using refined descriptive sampling: Case of independent variables
• Variance reduction in M/M/1 retrial queues using refined descriptive sampling
• Implementing refined descriptive sampling into three-phase discrete-event simulation models
• Survival function estimation with non parametric adaptive refined descriptive sampling algorithm: A case study

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