Estimation of Mittag-Leffler Parameters
Methodology
2018-06-08 v1
Abstract
We propose a procedure for estimating the parameters of the Mittag-Leffler (ML) and the generalized Mittag-Leffler (GML) distributions. The algorithm is less restrictive, computationally simple, and necessary to make these models usable in practice. A comparison with the fractional moment estimator indicated favorable results for the proposed method.
Cite
@article{arxiv.1806.02792,
title = {Estimation of Mittag-Leffler Parameters},
author = {Dexter Cahoy},
journal= {arXiv preprint arXiv:1806.02792},
year = {2018}
}