Alternative estimation methods for the estimation of Frechet distribution parameters

Year 2018, Volume: 11 Issue: 2, 109 - 120, 31.12.2018

Arzu Altın Yavuz Ebru Gündoğan Aşık Y. Murat Bulut

Abstract

In this study, the shape parameter of the Frechet distribution is estimated using simple linear regression model. The ordinary least squares (OLS) and robust estimation method M estimator are considered as the estimation method. Simulation study is conducted to compare effectiveness of estimator based on data set with and without outliers. As a result, it is seen from the simulation result that robust estimation method is more effective than the OLS.

Keywords

Simple Linear Regression, Ordinary Least Squares Estimator, Frechet distribution, Robust M Estimator.

Frechet dağılımının şekil parametresinin tahmini için alternatif tahmin yöntemi

Abstract

Bu çalışmada Frechet dağılımının şekil parametresi basit doğrusal regresyon modeli kullanılarak tahmin edilmiştir. Tahmin yöntemi olarak En Küçük Kareler (EKK) ve sağlam (robust) tahmin yöntemi olan M tahmin edicisi ele alınmıştır. Bu tahmin yöntemlerinin etkinlikleri veri setinin aykırı değer içerip içermeme durumuna göre simülasyon çalışması ile karşılaştırılmıştır. Sonuç olarak Frechet dağılımının şekil parametresinin tahmininde yapılan simülasyon çalışması ile sağlam yöntemin parametre tahminin EKK’dan daha etkin olduğu görülmüştür.

Keywords

Basit Doğrusal Regresyon, En Küçük Kareler Tahmin Edicisi, Frechet Dağılımı, Sağlam M Tahmin Edicisi.

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