Closed-form estimators for an exponential family derived from likelihood equations

2024/05/23 by Roberto Vila, Vila, Roberto, Eduardo Yoshio Nakano +3 · 1 citation
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Methods and Inference

paper · pdf · doi:10.48550/arxiv.2405.14509

openalex publication_date 2024/05/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we derive closed-form estimators for the parameters of some probability distributions belonging to the exponential family. A bootstrap bias-reduced version of these proposed closed-form estimators are also derived. A Monte Carlo simulation is performed for the assessment of the estimators. The results are seen to be quite favorable to the proposed bootstrap bias-reduce estimators.

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• A unified method for generating closed-form point estimators for exponential families: An example with the beta distribution applied to proportions of land used for farming

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