THE DOUBLY-TRUNCATED EXPONENTIATED INVERSE WEIBULL DISTRIBUTION

Yıl 2018, Cilt: 6 Sayı: 1, 55 - 74, 30.04.2018

Demet Aydın

https://doi.org/10.20290/aubtdb.326782

Cited By: 4

Öz

In this study, we introduce the five-parameter
doubly-truncated exponentiated inverse Weibull distribution, where the
truncation points are known, and consider its basic properties. Formulas for
moment generating function, characteristic function, mean, variance and
kurtosis of the distribution are derived. Estimates of parameters are obtained
using traditional estimation methods; maximum likelihood, least squares and
weighted least squares. Furthermore, in order to give a lower bound for the
standard errors of estimates of parameters, a Fisher information matrix is provided.
Finally, a Monte-Carlo simulation study is designed and conducted to evaluate
the performances of obtained estimators of parameters.

Anahtar Kelimeler

Doubly-truncated exponentiated inverse Weibull distribution, Maximum likelihood method, Fisher information matrix

Kaynakça

• [1] Ahmad AA. Moments of order statistics from doubly truncated continuous distribution. Statistics 2001; 35: 479-494.
• [2] Ali MM, Pal M, Woo JS. Some exponentiated distributions. Communications for Statistical Applications and Methods 2007; 14(1): 93-109.
• [3] Al-Matrafi BN, Jawa TM. Recurrence relations for single moments of generalized order statistics from doubly truncated continuous distributions. Journal of King Abdulaziz University: Science 2008; 20(2): 79-89.