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Estimating the Location and Scale Parameters of the GT Distribution

Year 2011, Volume: 6 Issue: 3, 103 - 111, 01.04.2011

Pelin Kasap Şükrü Acıtaş Birdal Senoglu Olcay Arslan

Abstract

Arslan and Genç [1] obtained the M estimators of the location and scale parameters of the Generalized t (GT) distribution. In this study, different than their studies, we obtain the modified maximum likelihood (MML) estimators of the model parameters. We compare the efficiencies of the M and MML estimators via Monte Carlo Simulation study for some pre-determined p and q values.

Keywords

GT DISTRIBUTION MAXIMUM LIKELIHOOD MODIFIED MAXIMUM LIKELIHOOD M ESTIMATORS EFFICIENCY

GT Da?ylymynyn Konum ve Ölçek Parametrelerinin Tahmini

Year 2011, Volume: 6 Issue: 3, 103 - 111, 01.04.2011

Pelin Kasap Şükrü Acıtaş Birdal Senoglu Olcay Arslan

Abstract

Arslan and Genç [1] Genelle?tirilmi? t (GT) da?ylymynyn konum ve ölçek parametrelerinin M tahmin edicilerini elde etmi?lerdir. Bu çaly?mada, onlaryn çaly?malaryndan farkly olarak, model parametrelerinin Uyarlanmy? En Çok Olabilirlik (MML) tahmin edicileri elde edilmi?tir. M ve MML tahmin edicilerinin etkinlikleri, p ve q ?ekil parametrelerinin bazy de?erleri için Monte Carlo simülasyonu yardymy ile kar?yla?tyrylmy?tyr.

Keywords

GT DA?ILIMI EN ÇOK OLABYLYRLYK UYARLANMI? EN ÇOK OLABYLYRLYK M TAHMYN EDYCYLERY ETKYNLYK

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Details

Primary Language Turkish
Journal Section Physics
Authors

Pelin Kasap This is me

Şükrü Acıtaş This is me

Birdal Senoglu This is me

Olcay Arslan This is me

Publication Date April 1, 2011
Published in Issue Year 2011 Volume: 6 Issue: 3

Cite

APA Kasap, P., Acıtaş, Ş., Senoglu, B., Arslan, O. (2011). Estimating the Location and Scale Parameters of the GT Distribution. Physical Sciences, 6(3), 103-111. https://doi.org/10.12739/10.12739
AMA Kasap P, Acıtaş Ş, Senoglu B, Arslan O. Estimating the Location and Scale Parameters of the GT Distribution. Physical Sciences. April 2011;6(3):103-111. doi:10.12739/10.12739
Chicago Kasap, Pelin, Şükrü Acıtaş, Birdal Senoglu, and Olcay Arslan. “Estimating the Location and Scale Parameters of the GT Distribution”. Physical Sciences 6, no. 3 (April 2011): 103-11. https://doi.org/10.12739/10.12739.
EndNote Kasap P, Acıtaş Ş, Senoglu B, Arslan O (April 1, 2011) Estimating the Location and Scale Parameters of the GT Distribution. Physical Sciences 6 3 103–111.
IEEE P. Kasap, Ş. Acıtaş, B. Senoglu, and O. Arslan, “Estimating the Location and Scale Parameters of the GT Distribution”, Physical Sciences, vol. 6, no. 3, pp. 103–111, 2011, doi: 10.12739/10.12739.
ISNAD Kasap, Pelin et al. “Estimating the Location and Scale Parameters of the GT Distribution”. Physical Sciences 6/3 (April 2011), 103-111. https://doi.org/10.12739/10.12739.
JAMA Kasap P, Acıtaş Ş, Senoglu B, Arslan O. Estimating the Location and Scale Parameters of the GT Distribution. Physical Sciences. 2011;6:103–111.
MLA Kasap, Pelin et al. “Estimating the Location and Scale Parameters of the GT Distribution”. Physical Sciences, vol. 6, no. 3, 2011, pp. 103-11, doi:10.12739/10.12739.
Vancouver Kasap P, Acıtaş Ş, Senoglu B, Arslan O. Estimating the Location and Scale Parameters of the GT Distribution. Physical Sciences. 2011;6(3):103-11.