Öz
In this paper, parameter estimation of mixture of exponential distributions with two-component,will be made by method of moments, maximum likelihood and least square. Comprise of these three methodswill be made by simulation techniques and the root of mean square errors (RMSE). We will compareperformance of methods through numerical simulations
Anahtar Kelimeler
EM-Algorithm Least Squares Method Maximum Likelihood Method Method of Moments Mixed Exponential Distributions Parameter Estimation
Kaynakça
- Everitt, B.S and Hand, D.J. (1981). Finite mixture distributions, London: Chapman and Hall.
- Ren, Y. (2011). The methodology of flowgraph models, PhD Thesis, Department of Statistics London
- School of Economics and Political Science Rider, P.R. (1961). The Method of moments applied to a mixture of two exponential distributions,Annals of Mathematical Statistics, 32: 143-147.
- A¸cıkg¨oz, I. (2007). Sonlu karma da˘gılımlarda parametre tahmini, PhD Thesis, Graduate School of Nat- ural and Applied Sciences, Ankara University, Turkey.
- McLachlan, G.J. and Krishnan, T. (2008). The EM algorithm and extensions, John Wiley & Sons, Inc., Hoboken, New Jersey.
- Hasselblad, V. (1969). Estimation of Şnite mixtures of distributions from the exponential family, Amer- ican Statistical Association Journal, 64, 1459-1471.
- Teicher, H. (1960). On the mixture of distributions, Ann. Math. Stat.,31, 55-73.
- Teicher, H. (1961). IdentiŞability of mixtures, Annals of Math. Stats., 32, 244-248.
- Teicher, H. (1963). IdentiŞability of Şnite mixtures, Annals of Math. Stats.,34, 1265-1269.
- Gupta, R.D. and Kundu D. (2000). Generalized exponential distribution: different method of estima- tions, Journal of Statistical Computation Simulation, 00, pp. 1± 22.
- Dempster, A. P., Laird, N. M. and Rubin, D. B. (1977). Maximum likelihood from incomplete data via the EM algorithm, Journal of the Royal Statistical Society. Series B (Methodological), textbf39, No. 1., pp.1–38.
- Kus, C. (2007). A new lifetime distribution, Computational Statistics & Data Analysis, 51, 4497 – 4509
Öz
Kaynakça
- Everitt, B.S and Hand, D.J. (1981). Finite mixture distributions, London: Chapman and Hall.
- Ren, Y. (2011). The methodology of flowgraph models, PhD Thesis, Department of Statistics London
- School of Economics and Political Science Rider, P.R. (1961). The Method of moments applied to a mixture of two exponential distributions,Annals of Mathematical Statistics, 32: 143-147.
- A¸cıkg¨oz, I. (2007). Sonlu karma da˘gılımlarda parametre tahmini, PhD Thesis, Graduate School of Nat- ural and Applied Sciences, Ankara University, Turkey.
- McLachlan, G.J. and Krishnan, T. (2008). The EM algorithm and extensions, John Wiley & Sons, Inc., Hoboken, New Jersey.
- Hasselblad, V. (1969). Estimation of Şnite mixtures of distributions from the exponential family, Amer- ican Statistical Association Journal, 64, 1459-1471.
- Teicher, H. (1960). On the mixture of distributions, Ann. Math. Stat.,31, 55-73.
- Teicher, H. (1961). IdentiŞability of mixtures, Annals of Math. Stats., 32, 244-248.
- Teicher, H. (1963). IdentiŞability of Şnite mixtures, Annals of Math. Stats.,34, 1265-1269.
- Gupta, R.D. and Kundu D. (2000). Generalized exponential distribution: different method of estima- tions, Journal of Statistical Computation Simulation, 00, pp. 1± 22.
- Dempster, A. P., Laird, N. M. and Rubin, D. B. (1977). Maximum likelihood from incomplete data via the EM algorithm, Journal of the Royal Statistical Society. Series B (Methodological), textbf39, No. 1., pp.1–38.
- Kus, C. (2007). A new lifetime distribution, Computational Statistics & Data Analysis, 51, 4497 – 4509
Ayrıntılar
| Diğer ID | JA82AZ29YK |
|---|---|
| Bölüm | Araştırma Makalesi |
| Yazarlar | |
| Yayımlanma Tarihi | 1 Haziran 2015 |
| Yayımlandığı Sayı | Yıl 2015 Cilt: 8 Sayı: 2 |