Abstract

Unknown parameters of the uniform minification processes and their transformations are estimated in this paper. Three different methods of estimating are considered. The first one is supported by the properties of the process (maximum or minimum of the quotient of successive values of the sequence), the second one is based on the probabilities $P\{X_n>X_{n-1}\}$ and $P\{X_n

Keywords: Minification process, estimation, method of moments.

MSC: 62M10

Pages:  29$-$35     

Volume  53 ,  Issue  1$-$2 ,  2001