Estimation For Simple Linear Regression With Exponentially Distributed Errors
Date of Graduation
Master of Science in Mathematics
In general, the theory developed in the area of linear regression analysis assumes that the error ∊ is normally distributed with mean zero and variance σ². In this thesis, we examine the results when the error ∊ is exponentially distributed with scale parameter ϴ. We derive both the maximum likelihood estimate and the least square estimate and examine their important properties.
© Anne Therese Schalda
Schalda, Anne Therese, "Estimation For Simple Linear Regression With Exponentially Distributed Errors" (1992). MSU Graduate Theses. 872.