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Mixed Moment Estimation in Hermite Distribution and its Comparison with Other Estimation Procedures from Sample Size Considerations
Authors:Y C Patel
Abstract:In this paper (1) expressions (correct to n?2 terms) for biases, variances, and covariances of the estimators a and b of Hermite distribution with probability generating function Expa(t–1) + b(t–1)] are obtained for two mixed moment estimates; (2) for the biases and variance-covariances, approximate regions of the parameter space (a>0, b>0) have been outlined where a sample of size 100 can be considered as “safe” in the sense that contribution of second order terms in them is 5% of that from the first order term; (3) comparison of the biases and variance-covariances of these two sets of estimators are made with those for the moment estimators, maximum likelihood estimates and the even point estimators for a sample of size 100 using the terms up to order n?2; (4) the comparisons based on n?2 terms in (3) have not only provided information on the estimation procedures included in the Hermite distribution, but also demonstrated the importance of higher order terms in the sampling properties of the various alternative techniques for the Hermite distribution.
Keywords:Hermite distribution  Moment estimation  Mixed moment estimation  Small sample estimation  Biases and variances  Higher order terms in moments of estimators  Maximum likelihood estimators
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