Estimation and Simulation for theM-Wright Function
Dexter Cahoy · Communication in Statistics- Theory and Methods · 2012
In this article, a structural form of an M-Wright distributed random variable is derived. The mixture representation then led to a random number generation algorithm. A formal parameter estimation procedure is also proposed. This procedure is needed to make the M-Wright function usable in practice. The asymptotic normality of the estimator is established as well. The estimator and the random number generation algorithm are then tested using synthetic data.