Article Dans Une Revue Annales de l'ISUP Année : 1995

A General Family Of Probability Distributions

Résumé

A new family of probability distributions is defined and Bayes estimation, Fisher information, Shannon entropy, an information differential metric and a James estimator are studied. This family is an extension of some families considered in statistics. Also some procedures to obtain the moment and maximum likelihood estimates are given.

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hal-03660030 , version 1 (05-05-2022)

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Gilbert Saporta, Vasile Preda. A General Family Of Probability Distributions. Annales de l'ISUP, 1995, XXXIX (2), pp.71-93. ⟨hal-03660030⟩
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