Title: Efficient closed-form MAP estimators for some survival distributions
Authors: Francisco Louzada - University of Sao Paulo (Brazil) [presenting]
Abstract: Nakagami-type distributions play an important role in communication engineering problems, particularly to model fading of radio signals. A maximum a posteriori (MAP) estimator for the Nakagami-type fading parameter is proposed. The MAP estimator has a simple closed-form expression and can be rewritten as a bias-corrected generalized moment estimator. Numerical results demonstrate that the MAP estimation scheme outperforms the existing estimation procedures and produces almost unbiased estimates for the fading parameter even for small sample size. In a second stage of the presentation, we show that the obtained results can be extended to other probability distributions, such as the gamma and generalized gamma ones. The potentiality of our proposed methodology is illustrated in a real reliability data set.