(2001). Estimation of parameters in the Random walk distribution. The Egyptian Statistical Journal, 45(1), 97-107. doi: 10.21608/esju.2001.313807
. "Estimation of parameters in the Random walk distribution". The Egyptian Statistical Journal, 45, 1, 2001, 97-107. doi: 10.21608/esju.2001.313807
(2001). 'Estimation of parameters in the Random walk distribution', The Egyptian Statistical Journal, 45(1), pp. 97-107. doi: 10.21608/esju.2001.313807
Estimation of parameters in the Random walk distribution. The Egyptian Statistical Journal, 2001; 45(1): 97-107. doi: 10.21608/esju.2001.313807
Estimation of parameters in the Random walk distribution
The two parameters random walk distribution is defined and its characteristic are derived. Hazard function, mean, variance etc. are worked out for random walk distribution. In this paper, moments and maximum likelihood estimators are obtained, we define various least square estimation method in general, and we then show how this method can be applied to the random walk. Numerical examples are given.
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