Ocena jakości estymatorów parametrów rozkładu GED dla wybranych metod estymacji
Qualitative evaluation of GED distribution parameter estimators for selected methods of estimation

Summary/Abstract: In this paper the quality of an estimator of GED distriution shape parameter has been evaluated. The following estimators were considered: the one obtained through the maxi- mum likelihood method, the method of moments, and simplified methods. The quality of estimator was evaluated on the basis of the value of the bias and mean squared error. Computer simulations were conducted using random number generators with the Gaussian and Laplace distribution.

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