Comparison of Some Estimation Methods in Frequency Analysis

Comparison of Some Estimation Methods in Frequency Analysis

The goal of this note is to investigate relationships among the maximum likelihood method (MLE), maximum of entropy (POME) method, and the generalized method of moment (GMM) for four probability density functions. It is shown that MLE and POME constitute a particular case of GMM.

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Veröffentlicht in:Journal of hydraulic engineering (New York, N.Y.) N.Y.), 1994-02, Vol.120 (2), p.228-235
1. Verfasser: Kebaili-Bargaoui, Zoubeida
Format: Artikel
Sprache:eng
Schlagworte:
Distribution theory
Exact sciences and technology
Fourier analysis
Integral transforms, operational calculus
Mathematical analysis
Mathematical foundations
Mathematics
Probability and statistics
Sciences and techniques of general use
Statistics
TECHNICAL NOTES
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Zusammenfassung:The goal of this note is to investigate relationships among the maximum likelihood method (MLE), maximum of entropy (POME) method, and the generalized method of moment (GMM) for four probability density functions. It is shown that MLE and POME constitute a particular case of GMM.
ISSN:0733-9429
1943-7900
DOI:10.1061/(ASCE)0733-9429(1994)120:2(228)