Deviation of the Variances of Classical Estimators and Negative Integer Moment Estimator from Minimum Variance Bound with Reference to Maxwell Distribution

Deviation of the Variances of Classical Estimators and Negative Integer Moment Estimator from Minimum Variance Bound with Reference to Maxwell Distribution

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Article ID: iaor20118402
Volume: 2
Issue: 2
Start Page Number: 98
End Page Number: 98
Publication Date: Jul 2006
Journal: Pakistan Journal of Statistics and Operation Research
Authors: , ,
Keywords: estimation, maximum likelihood estimation
Abstract:

In this paper, we present that how much the variances of the classical estimators, namely, maximum likelihood estimator and moment estimator deviate from the minimum variance bound while estimating for the Maxwell distribution. We also sketch this difference for the negative integer moment estimator. We note the poor performance of the negative integer moment estimator in the said consideration while maximum likelihood estimator attains minimum variance bound and becomes an attractive choice.

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