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313807

Estimation of parameters in the Random walk distribution

Article

Last updated: 28 Dec 2024

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Abstract

The two parameters random walk distribution is defined and its characteristic are derived. Hazard function, mean, variance etc. are worked out for random walk distribution. In this paper, moments and maximum likelihood estimators are obtained, we define various least square estimation method in general, and we then show how this method can be applied to the random walk. Numerical examples are given.   

DOI

10.21608/esju.2001.313807

Keywords

Inverse Gaussian distribution, Moments Method, Brownian Motion, least square method

Volume

45

Article Issue

1

Related Issue

43028

Issue Date

2001-06-01

Publish Date

2001-06-01

Page Start

97

Page End

107

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_313807.html

Detail API

https://esju.journals.ekb.eg/service?article_code=313807

Order

9

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Estimation of parameters in the Random walk distribution

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Type

Article

Created At

28 Dec 2024