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arXiv · 2505.09871

Closed-form solutions for parameter estimation in exponential families based on maximum a posteriori equations

Roberto Vila·Helton Saulo·Eduardo Nakano
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Abstract

In this paper, we derive closed-form estimators for the parameters of certain exponential family distributions through the maximum a posteriori (MAP) equations. A Monte Carlo simulation is conducted to assess the performance of the proposed estimators. The results show that, as expected, their accuracy improves with increasing sample size, with both bias and mean squared error approaching zero. Moreover, the proposed estimators exhibit performance comparable to that of traditional MAP and maximum likelihood (ML) estimators. A notable advantage of the proposed method lies in its computational simplicity, as it eliminates the need for numerical optimization required by MAP and ML estimation.

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Roberto Vila, Helton Saulo, Eduardo Nakano. 2025-05-15. Closed-form solutions for parameter estimation in exponential families based on maximum a posteriori equations. https://arxiv.org/abs/2505.09871

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