Resampling methods and estimation of the parameters of a distribution

Some random variables can be simulated efficiently without knowing their distribution (which is given by their density, for example). If the distribution depends on a parameter, this parameter can be estimated by combining resampling and simulation techniques. The goal of this thesis is to develop such techniques and analyze their stochastic properties.

If you are interested, please contact Mathias Raschke or Prof. Spodarev.

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Two different resampling estimators for a sample coming from the Exp(α)-distribution with α=1