Estimation of digamma distribution parameters for random sample size

Recieved: 11/15/2022

Accepted: 11/25/2022

Published: 02/13/2023

Keywords: parameter estimation, digamma distribution, mixed distributions, random sample size

To cite this article

Shestakov O.V., Kudryavtsev A.A. Estimation of digamma distribution parameters for random sample size. // Moscow University Journal. Series 15. Computational Mathematics and Cybernetics. 2023. N 1, p.32-41 https://doi.org/10.55959/MSU/0137–0782–15–2023–1–32–41.

This work is licensed under a Сreative Commons Atribiution - NonCommercial 4.0 International (CC BY-NC 4.0)

Shestakov O.V. (Lomonosov Moscow State University (MSU))
Kudryavtsev A.A. (Lomonosov Moscow State University (MSU))
(Moscow Center for Fundamental and Applied Mathematics)

Abstract

In this paper asymptotic theorems are proved for estimates of the characteristic index, the scale parameter, and the shape and scale parameters for the remaining fixed parameters of the digamma distribution with a random sample size. Particular cases of limit distributions are given in the case when the sample size has a mixed Poisson distribution.