Estimation of Mittag-Leffler Parameters

06/07/2018

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by   Dexter Cahoy, et al.

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We propose a procedure for estimating the parameters of the Mittag-Leffler (ML) and the generalized Mittag-Leffler (GML) distributions. The algorithm is less restrictive, computationally simple, and necessary to make these models usable in practice. A comparison with the fractional moment estimator indicated favorable results for the proposed method.