Parameter Estimations in a Bernoulli Process

• 발행기관: 한국자료분석학회
• 저자명: 조대현(Daehyeon Cho)
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.7 No.1, 73~79쪽, 전체 7쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2005.02.28

영문 초록

In this paper, we study the parameter estimation in Bernoulli distribution and Geometric distribution with parameter . We consider the estimator of and we find two confidence intervals for the parameters in these distributions. One is the result of variance stabilization(V. S.) and the other is that of using central limit theorem(C. L. T.). Simulation results shows that the point estimates are not so different and the length of the confidence intervals obtained by V. S. in case of geometric distribution is smaller than that by C. L. T.

목차

1. Introduction

2. Main Results

3. Simulation Results

References

키워드

Confidence interval Bernoulli distribution Geometric distribution Central limit theorem Variance stabilization