On Estimating Parameters of the Kumaraswamy Distribution with Ranked Set Sampling Using Genetic Algorithms
Year 2019,
Volume: 23 Issue: 2, 367 - 373, 25.08.2019
Adil Kılıç
,
Güvenç Arslan
Abstract
In this
paper, genetic algorithm approach is used to estimate parameters of the
Kumaraswamy distribution with maximum likelihood method. In addition ranked set
sampling is used since it is expected to give better results in comparison to
simple random sampling. Genetic algorithm approach is chosen because it is
relatively more convenient in terms of satisfying positivity constraints for
the parameters of the Kumaraswamy distribution. Also there is no need to use derivatives
in the genetic algorithm approach. Bias, MSE and efficiency is calculated to
compare performaces of maximum likelihood estimators for ranked set sampling
and simple random sampling obtained by using genetic algorithms. The R software
and related packages are preferred for calculations in the simulation study.
References
- [1] Kumaraswamy, P. 1980. A generalized Probability Density Function for Double-Bounded Random Processes. Journal of Hydrology, 46(1980), 79-88.
- [2] Jones, M. C. 2009. Kumaraswamy’s distribution: A beta-type distribution with some tractability advantages. Statistical Methodology, 6(2009), 70-81.
- [3] Hussian, M. A. 2014. Bayesian and Maximum Likelihood Estimation for Kumaraswamy Distribution based on Ranked Set Sampling. American Journal of Mathematics and Statistics, 4(2014), 30-37.
- [4] McIntyre, G. A. 1952. A Method for Unbiased Selective Sampling, using Ranked Sets. Australian Journal of Agricultural Research, 1952 385-390.
- [5] Patil, G. P., Surucu, B. and Egemen D. 2002. Ranked set sampling. Wiley StatsRef: Statistics Reference Online, 2002.
- [6] Takahasi, K., and Wakimoto, K. 1968. On unbiased estimates of the population mean based on the sample stratifed by means of ordering. Annals of the Institute of Statistical Mathematics, 1968, 1-31.
- [7] Dell, T. R., and Clutter, J. L. 1972. Ranked set sampling theory with order statistics background. Biometrics, 1972, 545-555.
- [8] Stokes, S. L. 1977. Ranked Set Sampling with Concomitant Variables. Communications in Statistics-Theory and Methods, 1977, 1207-1211.
- [9] Samawi, H. M. 1996. Stratified Ranked Set Sample. Pakistan Journal of Statıstıcs-All Serıes, 12(1996), 9-16.
- [10] Samawi, H. M., Ahmed, M. S., and Abu-Dayyeh, W. 1996. Estimating the Population Mean using Extreme Ranked Set Sampling. Biometrical Journal, 38(1996), 577-586.
- [11] Al-Saleh, M. F., and Al-Kadiri M. A. 2000. Double-Ranked Set Sampling. Statistics & Probability Letters, 48(2000), 205-212.
- [12] Al- Saleh, M. F., and Al-Omari A. I. 2002. Multistage Ranked Set Sampling. Journal of Statistical planning and Inference, 102(2002), 273-286.
- [13] Muttlak, H. A. 2003. Investigating the Use of Quartile Ranked Set Samples for Estimating the Population Mean. Applied Mathematics and Computation, 146(2003), 437-443.
- [14] Holland, J.H. 1975. Adaptation in Natural and Artifcial Systems. MIT Press.
- [15] Goldberg, D. 1989. Genetic Algorithms in Search, Optimization and Machine Learning. Addison-Wesley.
- [16] Chong, E. KP., Zak, S. H. 2013. An Introduction to Optimization. 2nd, John Wiley & Sons.
- [17] R Core Team (2017). R: A language and environment for statistical computing., R Foundation for Statistical Computing, Vienna, Austria., [Çevrimiçi]. Available: https://www.R-project.org/.
- [18] C. D. Marie Laure Delignette-Muller, fitdistrplus: An R Package for Fitting Distributions, Journal of Statistical Software 64(4), 1-34, 2015. [Çevrimiçi]. Available: http://www.jstatsoft.org/v64/i04/.
- [19] R. V. John C. Nash, Unifying Optimization Algorithms to Aid Software System Users: optimx for R, Journal of Statistical Software, 43(9), 1-14, 2011. [Çevrimiçi]. Available: http://www.jstatsoft.org/v43/i09/.
- [20] Scrucca, L., GA: A Package for Genetic Algorithms in R., Journal of Statistical Software, 53(4), 1-37., 2013. [Çevrimiçi]. Available: http://www.jstatsoft.org/v53/i04/.
- [21] Yee, T. W., The VGAM Package for Categorical Data Analysis., Journal of Statistical Software, 32(10), 1-34., 2010. [Çevrimiçi]. Available: http://www.jstatsoft.org/v32/i10/.
Sıralı Küme Örneklemesi ile Kumaraswamy Dağılımı Parametrelerinin Tahmin Edilmesinde Genetik Algoritma Kullanılması
Year 2019,
Volume: 23 Issue: 2, 367 - 373, 25.08.2019
Adil Kılıç
,
Güvenç Arslan
Abstract
Bu çalışmada, Kumaraswamy dağılımının parametrelerinin
en çok olabilirlik yöntemi ile tahmin edilmesi genetik algoritma yaklaşımı
kullanılarak araştırılmıştır. Ayrıca basit rasgele örneklemeye göre daha iyi
sonuç verebileceği düşünülerek parametrelerin tahmin edilmesinde sıralı küme
örneklemesi de incelenmiştir. Genetik algoritma yaklaşımı, Kumaraswamy dağılımı
parametrelerinin pozitif olma koşulunun hesaba katılması nedeniyle tercih
edilmiştir. Ek olarak genetik algoritma yaklaşımında en çok olabilirlik
fonksiyonunun türev bilgisine ihtiyaç duyulmaması da hesaplamalarda kolaylık
sağlamaktadır. Genetik algoritma kullanılarak elde edilen her iki örnekleme
yöntemine ait olabilirlik tahmin edicilerinin performanslarının
karşılaştırılması için yan, hata kareler ortalaması ve etkinlikleri
hesaplanmıştır. Simülasyon çalışmasındaki hesaplamalar için R yazılımı ve
ilgili paketler kullanılmıştır.
References
- [1] Kumaraswamy, P. 1980. A generalized Probability Density Function for Double-Bounded Random Processes. Journal of Hydrology, 46(1980), 79-88.
- [2] Jones, M. C. 2009. Kumaraswamy’s distribution: A beta-type distribution with some tractability advantages. Statistical Methodology, 6(2009), 70-81.
- [3] Hussian, M. A. 2014. Bayesian and Maximum Likelihood Estimation for Kumaraswamy Distribution based on Ranked Set Sampling. American Journal of Mathematics and Statistics, 4(2014), 30-37.
- [4] McIntyre, G. A. 1952. A Method for Unbiased Selective Sampling, using Ranked Sets. Australian Journal of Agricultural Research, 1952 385-390.
- [5] Patil, G. P., Surucu, B. and Egemen D. 2002. Ranked set sampling. Wiley StatsRef: Statistics Reference Online, 2002.
- [6] Takahasi, K., and Wakimoto, K. 1968. On unbiased estimates of the population mean based on the sample stratifed by means of ordering. Annals of the Institute of Statistical Mathematics, 1968, 1-31.
- [7] Dell, T. R., and Clutter, J. L. 1972. Ranked set sampling theory with order statistics background. Biometrics, 1972, 545-555.
- [8] Stokes, S. L. 1977. Ranked Set Sampling with Concomitant Variables. Communications in Statistics-Theory and Methods, 1977, 1207-1211.
- [9] Samawi, H. M. 1996. Stratified Ranked Set Sample. Pakistan Journal of Statıstıcs-All Serıes, 12(1996), 9-16.
- [10] Samawi, H. M., Ahmed, M. S., and Abu-Dayyeh, W. 1996. Estimating the Population Mean using Extreme Ranked Set Sampling. Biometrical Journal, 38(1996), 577-586.
- [11] Al-Saleh, M. F., and Al-Kadiri M. A. 2000. Double-Ranked Set Sampling. Statistics & Probability Letters, 48(2000), 205-212.
- [12] Al- Saleh, M. F., and Al-Omari A. I. 2002. Multistage Ranked Set Sampling. Journal of Statistical planning and Inference, 102(2002), 273-286.
- [13] Muttlak, H. A. 2003. Investigating the Use of Quartile Ranked Set Samples for Estimating the Population Mean. Applied Mathematics and Computation, 146(2003), 437-443.
- [14] Holland, J.H. 1975. Adaptation in Natural and Artifcial Systems. MIT Press.
- [15] Goldberg, D. 1989. Genetic Algorithms in Search, Optimization and Machine Learning. Addison-Wesley.
- [16] Chong, E. KP., Zak, S. H. 2013. An Introduction to Optimization. 2nd, John Wiley & Sons.
- [17] R Core Team (2017). R: A language and environment for statistical computing., R Foundation for Statistical Computing, Vienna, Austria., [Çevrimiçi]. Available: https://www.R-project.org/.
- [18] C. D. Marie Laure Delignette-Muller, fitdistrplus: An R Package for Fitting Distributions, Journal of Statistical Software 64(4), 1-34, 2015. [Çevrimiçi]. Available: http://www.jstatsoft.org/v64/i04/.
- [19] R. V. John C. Nash, Unifying Optimization Algorithms to Aid Software System Users: optimx for R, Journal of Statistical Software, 43(9), 1-14, 2011. [Çevrimiçi]. Available: http://www.jstatsoft.org/v43/i09/.
- [20] Scrucca, L., GA: A Package for Genetic Algorithms in R., Journal of Statistical Software, 53(4), 1-37., 2013. [Çevrimiçi]. Available: http://www.jstatsoft.org/v53/i04/.
- [21] Yee, T. W., The VGAM Package for Categorical Data Analysis., Journal of Statistical Software, 32(10), 1-34., 2010. [Çevrimiçi]. Available: http://www.jstatsoft.org/v32/i10/.