Weighted Least Squares Estimation of Location and Scale Parameters
Articles > Article · 1987
Authors: Aydin Öztürk
American Journal of Mathematical and Management Sciences, International, 1987, vol 7, pp 113-129
DOI: 10.1080/01966324.1987.10737210
Summary
SYNOPTIC ABSTRACTThe method of weighted least squares is used to estimate the location and scale parameters of distribution functions of the form F{(x-μ)/σ}. Explicit solutions are obtained for the parameter estimates and their variances. Applications are made to extreme value and normal distributions. A Monte Carlo study indicates the estimators are very good for means and good for variances.