Parametric EstimationΒΆ

The objective is to estimate the value of the parameters based on a sample of an unknown distribution, supposed to be a member of a parametric family of distributions. We describes here the estimators implemented for the estimation of the several parametric models. They are all derived from either the Maximum Likelihood method or from the method of moments, excepted for the bound parameters that are systematically modified to strictly include the extreme realizations of the underlying sample (x_1,\dots,x_n).

Each estimator is detailed its corresponding factory.