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On the confidence intervals of parametric functions for Distributions Generated by Symmetric Stable Laws

Author

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  • DAVOOD FARBOD

    (Department of Mathematics - Quchan Institute of Engineering and Technology - Iran)

  • KAREN V. GASPARIAN

    (Chair of Probability Theory and Mathematical Statistics - Yerevan State University - Armenia)

Abstract

In this paper we consider “Discrete Distributions Generated by Standard Symmetric Stable Densities” (DSSD in short) arising in Bioinformatics (Astola and Danielian, 2007). Using well-known asymptotic properties of the maximum likelihood (ML) estimators we obtain the respective asymptotic confidence intervals for some useful parametric functions of the DSSD.

Suggested Citation

  • Davood Farbod & Karen V. Gasparian, 2012. "On the confidence intervals of parametric functions for Distributions Generated by Symmetric Stable Laws," Statistica, Department of Statistics, University of Bologna, vol. 72(4), pages 405-413.
    • Handle: RePEc:bot:rivsta:v:72:y:2012:i:4:p:405-413
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    References listed on IDEAS

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    1. Muneya Matsui & Akimichi Takemura, 2004. "Some Improvements in Numerical Evaluation of Symmetric Stable Density and its Derivatives," CIRJE F-Series CIRJE-F-292, CIRJE, Faculty of Economics, University of Tokyo.
    2. Davood Farbod & Karen V. Gasparian, 2008. "Asymptotic properties of maximum likelihood estimator for some discrete distributions generated by Cauchy stable law," Statistica, Department of Statistics, University of Bologna, vol. 68(3), pages 321-326.
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