arXiv Open Access 2023

Using maximum weighted likelihood to derive Lehmer and Hölder mean families

Djemel Ziou

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Abstrak

In this paper, we establish the links between the Lehmer and Hölder mean families and maximum weighted likelihood estimator. Considering the regular one-parameter exponential family of probability density functions, we show that the maximum weighted likelihood of the parameter is a generalized weighted mean family from which Lehmer and Hölder mean families are derived. Some of the outcomes obtained provide a probabilistic interpretation of these mean families and could therefore broaden their uses in various applications.

Topik & Kata Kunci

stat.OT math.ST

Penulis (1)

Djemel Ziou

Format Sitasi

APA MLA BibTeX

Ziou, D. (2023). Using maximum weighted likelihood to derive Lehmer and Hölder mean families. https://arxiv.org/abs/2305.18366

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Informasi Jurnal

Tahun Terbit: 2023
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓