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STATISTICAL INFERENCE FOR GEOMETRIC PROCESS WITH THE INVERSE RAYLEIGH DISTRIBUTION

Year 2019, Volume: 37 Issue: 3, 871 - 882, 01.09.2020

Abstract

This paper deals with the statistical inference for the geometric process (GP), in which the time until the occurrence of the first event is assumed to follow inverse Rayleigh distribution. The maximum likelihood (ML) method is used to derive the estimators of the parameters in GP. Asymptotic distributions of the ML estimators are obtained which help us to construct confidence intervals for the parameters and show the consistency of these estimators. The performances of the ML estimators are also compared with the corresponding non-parametric modified moment estimators in terms of bias, mean squared error and Pitman nearness probability through an extensive simulation study. Finally, a real data set is provided to illustrate the results.

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There are 24 citations in total.

Details

Primary Language English
Subjects Engineering
Journal Section Research Articles
Authors

İlhan Usta This is me 0000-0001-5576-2027

Publication Date September 1, 2020
Submission Date March 13, 2019
Published in Issue Year 2019 Volume: 37 Issue: 3

Cite

Vancouver Usta İ. STATISTICAL INFERENCE FOR GEOMETRIC PROCESS WITH THE INVERSE RAYLEIGH DISTRIBUTION. SIGMA. 2020;37(3):871-82.

IMPORTANT NOTE: JOURNAL SUBMISSION LINK https://eds.yildiz.edu.tr/sigma/