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An estimation procedure for the Linnik distribution

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Abstract

We propose estimators for the parameters of the Linnik L(α, γ) distribution. The estimators are derived from the moments of the log-transformed Linnik distributed random variable, and are shown to be asymptotically unbiased. The estimation algorithm is computationally simple and less restrictive. Our procedure is also tested using simulated data.

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Authors and Affiliations

  1. Program of Mathematics and Statistics, College of Engineering and Science, Louisiana Tech University, Ruston, LA, USA

    Dexter O. Cahoy

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  1. Dexter O. Cahoy
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Correspondence to Dexter O. Cahoy.

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Cahoy, D.O. An estimation procedure for the Linnik distribution. Stat Papers 53, 617–628 (2012). https://doi.org/10.1007/s00362-011-0367-4

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  • DOI: https://doi.org/10.1007/s00362-011-0367-4

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