Comparison of the Estimation Methods for the Parameters of Exponentiated Reduced Kies Distribution

Yıl 2018, , 1209 - 1216, 20.09.2018

Fatma Gül Akgül

https://doi.org/10.19113/sdufenbed.498870

Cited By: 2

Öz

In this paper, we consider the estimation for the
parameters of exponentiated reduced Kies (ERK) distribution using maximum
likelihood (ML), least squares (LS), weighted least squares (WLS), Cramér-von
Mises (CM), Anderson Darling (AD) and right-tail Anderson Darling (RAD)
methods. The performances of the estimators are compared via Monte-Carlo
simulation study for different parameter settings and different sample sizes.
Finally, a real data set is analyzed for the implementation of the proposed
methods.

Anahtar Kelimeler

Exponentiated reduced Kies distribution;, Parameter estimation;, Monte-Carlo simulation;, Efficiency

Exponentiated Reduced Kies Dağılımının Parametreleri için Tahmin Yöntemlerinin Karşılaştırılması

Öz

Bu
makalede, exponentiated reduced Kies (ERK) dağılımının parametreleri en çok
olabilirlik, en küçük kareler, ağırlıklandırılmış en küçük karaler, Cramér-von
Mises, Anderson Darling ve sağ-kuyruklu Anderson Darling yöntemleri
kullanılarak tahmin edilmiştir. Tahmin edicilerin performansları farklı
parametre değerleri ve farklı örneklemler boyutları için Monte-Carlo simülasyon
çalışması ile karşılaştırılmıştır. Son olarak, önerilen yöntemlerin uygulanması
için gerçek bir veri seti analiz edilmiştir.

Anahtar Kelimeler

Exponentiated reduced Kies dağılımı, Parametre tahmini, Monte-Carlo simülasyonu, Etkinlik

Kaynakça

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