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Yıl 2015, Cilt: 36 Sayı: 3, 2216 - 2222, 13.05.2015

Marjan Jalılıan , Maryam Sharıfdoust

Öz

Estimation based on minimum distance between empirical and theoretical distribution functions

Yıl 2015, Cilt: 36 Sayı: 3, 2216 - 2222, 13.05.2015

Marjan Jalılıan , Maryam Sharıfdoust

Öz

Abstract. Distribution function, other than goodness-of-fit test, is also used in point estimation approach, especially in distributions with closed-form distribution functions. In this paper, the goal is to estimate parameters with minimum distance between empirical and theoretical distribution functions by means of Hellinger and Jeffrey distance measures. Monte Carlo simulation for estimating parameters of generalized Pareto distribution with three parameters represents acceptable results. This distribution does not have any close form moment for obtaining MME and also the estimation of parameters by MLE needs some numerical ways. Finally, the introduced methods is implemented to real data and compared to classical estimators.

Anahtar Kelimeler

Method of Moment Maximum Likelihood Hellinger Distance Jeffrey Distance Monte Carlo

Toplam 0 adet kaynakça vardır.

Ayrıntılar

Bölüm Derleme
Yazarlar

Marjan Jalılıan

Maryam Sharıfdoust Bu kişi benim

Yayımlanma Tarihi 13 Mayıs 2015
Yayımlandığı Sayı Yıl 2015 Cilt: 36 Sayı: 3

Kaynak Göster

APA Jalılıan, M., & Sharıfdoust, M. (2015). Estimation based on minimum distance between empirical and theoretical distribution functions. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi, 36(3), 2216-2222.
AMA Jalılıan M, Sharıfdoust M. Estimation based on minimum distance between empirical and theoretical distribution functions. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi. Mayıs 2015;36(3):2216-2222.
Chicago Jalılıan, Marjan, ve Maryam Sharıfdoust. “Estimation Based on Minimum Distance Between Empirical and Theoretical Distribution Functions”. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi 36, sy. 3 (Mayıs 2015): 2216-22.
EndNote Jalılıan M, Sharıfdoust M (01 Mayıs 2015) Estimation based on minimum distance between empirical and theoretical distribution functions. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi 36 3 2216–2222.
IEEE M. Jalılıan ve M. Sharıfdoust, “Estimation based on minimum distance between empirical and theoretical distribution functions”, Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi, c. 36, sy. 3, ss. 2216–2222, 2015.
ISNAD Jalılıan, Marjan - Sharıfdoust, Maryam. “Estimation Based on Minimum Distance Between Empirical and Theoretical Distribution Functions”. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi 36/3 (Mayıs 2015), 2216-2222.
JAMA Jalılıan M, Sharıfdoust M. Estimation based on minimum distance between empirical and theoretical distribution functions. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi. 2015;36:2216–2222.
MLA Jalılıan, Marjan ve Maryam Sharıfdoust. “Estimation Based on Minimum Distance Between Empirical and Theoretical Distribution Functions”. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi, c. 36, sy. 3, 2015, ss. 2216-22.
Vancouver Jalılıan M, Sharıfdoust M. Estimation based on minimum distance between empirical and theoretical distribution functions. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi. 2015;36(3):2216-22.