Document Type : Research Manuscript

Author

• farzad eskandari

Department of Statistics Allameh Tabataba'i University

Abstract

Imprecise measurement tools produce imprecise data. Interval-valued data is usually used to deal with such imprecision. So interval-valued variables are used in estimation methods. They have recently been modeled by linear regression models. If response variable has any statistical distributions, interval-valued variables are modeled in generalized linear models framework. In this article, we propose a new consistent estimator of a parameter in generalized linear models with regard to distributions of response variable in the exponential family. A simulation study shows that the new estimator is better than others on the basis of particular distributions of response variable. We present optimal properties of the estimators in this research

Keywords

• Interval-valued data
• Generalized linear models
• Consistent estimator
• Simulation
• Optimal properties

Main Subjects

• Statistical Simulation