Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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The MLE and the UMVUE of the Right-Tail Probability in a Levy Distribution

  • Published : 2001.10.30
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Abstract

MLE and UMVUE of the right-tail probability in a Levy distribution will be considered, and hence the UMVUE is more efficient in a sense of simulated MSE than the MLE of the right-tail probability.

Keywords

References

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