Maximum spacing estimation

Maximum spacing estimation

Jesse Russell Ronald Cohn

     

бумажная книга



ISBN: 978-5-5106-3335-1

High Quality Content by WIKIPEDIA articles! In statistics, maximum spacing estimation (MSE or MSP), or maximum product of spacing estimation (MPS), is a method for estimating the parameters of a univariate statistical model. The method requires maximization of the geometric mean of spacings in the data, which are the differences between the values of the cumulative distribution function at neighbouring data points.