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- Maximum_spacing_estimation abstract "In statistics, maximum spacing estimation (MSE or MSP), or maximum product of spacing estimation (MPS), is a method for estimating the parameters of a univariate statistical model. The method requires maximization of the geometric mean of spacings in the data, which are the differences between the values of the cumulative distribution function at neighbouring data points.The concept underlying the method is based on the probability integral transform, in that a set of independent random samples derived from any random variable should on average be uniformly distributed with respect to the cumulative distribution function of the random variable. The MPS method chooses the parameter values that make the observed data as uniform as possible, according to a specific quantitative measure of uniformity.One of the most common methods for estimating the parameters of a distribution from data, the method of maximum likelihood (MLE), can break down in various cases, such as involving certain mixtures of continuous distributions. In these cases the method of maximum spacing estimation may be successful.Apart from its use in pure mathematics and statistics, the trial applications of the method have been reported using data from fields such as hydrology, econometrics, and others.".
- Maximum_spacing_estimation thumbnail Spacings.svg?width=300.
- Maximum_spacing_estimation wikiPageExternalLink MPS.pdf.
- Maximum_spacing_estimation wikiPageExternalLink 1200514103.
- Maximum_spacing_estimation wikiPageExternalLink beirlant_etal_97.pdf.
- Maximum_spacing_estimation wikiPageExternalLink rep9705.ps.gz.
- Maximum_spacing_estimation wikiPageExternalLink rep9706.ps.gz.
- Maximum_spacing_estimation wikiPageExternalLink hess-8-235-2004.pdf.
- Maximum_spacing_estimation wikiPageExternalLink rep9705.ps.gz.
- Maximum_spacing_estimation wikiPageExternalLink rep9706.ps.gz.
- Maximum_spacing_estimation wikiPageExternalLink beirlant_etal_97.pdf.
- Maximum_spacing_estimation wikiPageExternalLink MSP2.pdf.
- Maximum_spacing_estimation wikiPageID "20410675".
- Maximum_spacing_estimation wikiPageRevisionID "605211098".
- Maximum_spacing_estimation alt "A box containing a graph of an offset straight line and a "J" curve that rises from the straight line.".
- Maximum_spacing_estimation alt "A box containing a graph of an offset straight line and a "reverse J" curve that rises to meet the straight line.".
- Maximum_spacing_estimation caption "Density".
- Maximum_spacing_estimation caption "Distribution".
- Maximum_spacing_estimation footer "Plot of a “J-shaped” density function and its corresponding distribution. A shifted Weibull with a scale parameter of 15, a shape parameter of 0.5, and a location parameter of 10. The density asymptotically approaches infinity as x approaches 10, rendering the estimates of the other parameters inconsistent. Note that there is no inflection point in the graph of the distribution.".
- Maximum_spacing_estimation hasPhotoCollection Maximum_spacing_estimation.
- Maximum_spacing_estimation image "J-shaped density - corresponding distribution.svg".
- Maximum_spacing_estimation image "J-shaped density.svg".
- Maximum_spacing_estimation width "200".
- Maximum_spacing_estimation subject Category:Estimation_theory.
- Maximum_spacing_estimation subject Category:Fitting_probability_distributions.
- Maximum_spacing_estimation comment "In statistics, maximum spacing estimation (MSE or MSP), or maximum product of spacing estimation (MPS), is a method for estimating the parameters of a univariate statistical model.".
- Maximum_spacing_estimation label "Maximum spacing estimation".
- Maximum_spacing_estimation sameAs m.05b11rn.
- Maximum_spacing_estimation sameAs Q17103364.
- Maximum_spacing_estimation sameAs Q17103364.
- Maximum_spacing_estimation wasDerivedFrom Maximum_spacing_estimation?oldid=605211098.
- Maximum_spacing_estimation depiction Spacings.svg.
- Maximum_spacing_estimation isPrimaryTopicOf Maximum_spacing_estimation.