A COMPARISON OF DIFFERENT ESTIMATION METHODS FOR THE PARAMETERS OF THE WEIBULL LINDLEY DISTRIBUTION

Year 2020, Volume: 8 Issue: 1, 19 - 33, 28.02.2020

Şükrü Acıtaş Talha Arslan

https://doi.org/10.20290/estubtdb.529328

Abstract

In this study, we consider different estimation methods for the parameters of Weibull Lindley distribution introduced by Ashgarzadeh et al. [1].  We consider maximum likelihood (ML), least squares (LS), weighted least squares (WLS), Cramer Von Mises (CVM) and Anderson Darling (AD) estimation methods. The main focus of this study is to examine performances of these estimation methods. For this purpose, we carry out a Monte-Carlo simulation study based on different parameter settings and various values of the sample size. Results show that LS and CVM estimators are more preferable. Two real life data sets are also taken into account at end of the study. 

Keywords

Weibull Lindley distribution, Parameter estimation, Bias, Efficiency

WEIBULL LINDLEY DAĞILIMININ PARAMETRELERİ İÇİN FARKLI TAHMİN YÖNTEMLERİNİN KARŞILAŞTIRILMASI

Abstract

Bu çalışmada,  Ashgarzadeh ve ark. [1] tarafından önerilen Weibull Lindley dağılımının parametreleri için farklı tahmin yöntemleri ele alınmıştır. En çok olabilirlik (ML), ek küçük kareler (LS), ağırlıklandırılmış en küçük kareler (WLS), Cramer Von Mises (CVM) ve Anderson Darling (AD) yöntemleri ele alınmıştır. Bu çalışmanın ana amacı, bu tahmin yöntemlerinin performanslarının karşılaştırılmasıdır. Bu amaçla, farklı parametre değerlerine ve örnek hacmi değerlerine dayalı Monte-Carlo simülasyon çalışması yapılmıştır. Sonuçlari LS ve CVM yöntemlerinin daha tercih edilebilir olduğunu göstermiştir. Çalışmanın sonunda iki gerçek yaşam verisi ele alınmıştır. 

Keywords

Weibull Lindley dağılımı, Parametre Tahmini, Yan, Etkinlik

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