Estimation of Parameters in the Random Walk Distribution
Attia, A., Sultan, A. (2001). Estimation of Parameters in the Random Walk Distribution. EKB Journal Management System, 45(1), 97-107. doi: 10.21608/esju.2001.313807
A. F. Attia; A. Sultan. "Estimation of Parameters in the Random Walk Distribution". EKB Journal Management System, 45, 1, 2001, 97-107. doi: 10.21608/esju.2001.313807
Attia, A., Sultan, A. (2001). 'Estimation of Parameters in the Random Walk Distribution', EKB Journal Management System, 45(1), pp. 97-107. doi: 10.21608/esju.2001.313807
Attia, A., Sultan, A. Estimation of Parameters in the Random Walk Distribution. EKB Journal Management System, 2001; 45(1): 97-107. doi: 10.21608/esju.2001.313807

Estimation of Parameters in the Random Walk Distribution

The Egyptian Statistical Journal
Article 9, Volume 45, Issue 1, June 2001, Pages 97-107    PDF (4.51 M)
Document Type: Original Article
DOI: 10.21608/esju.2001.313807
Authors
A. F. Attia* 1; A. Sultan2
1Institute of Satistical Studies & Research, Cairo University
2National Centerfor Social & Criminological Research
Abstract
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. 
 
Keywords
Inverse Gaussian Distribution; Moments Method; Brownian Motion; Least Square Method
Statistics
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