scholarly journals A Damaged Generalised Poisson Model and its Application to Reported and Unreported Accident Counts

2006 ◽  
Vol 36 (02) ◽  
pp. 463-487
Author(s):  
David P.M. Scollnik
Keyword(s):  
Maximum Likelihood ◽  
Poisson Distribution ◽  
Poisson Model ◽  
Real Data ◽  
Estimation Methods ◽  
Actual Number ◽  
Future Period ◽  
Large Hospital ◽  
Data Set ◽  
Current Period

This paper investigates some models in which non-negative observations from a Poisson or generalised Poisson distribution are possibly damaged according to a binomial or quasi-binomial law. The latter case is appropriate when the observations are over-dispersed. Although the extent of the damage is not known, it is assumed that the event of whether or not damage occurred is discernible. The models are particularly suited for certain applications involving accident counts when evidence of certain accidents may be observed even though the accidents themselves may go unreported. Given the number of observed accidents and knowledge as to whether or not some additional accidents have gone unreported, these models may be used to make inferences concerning the actual number of unreported and total number of accidents in the current period, and the numbers of reported, unreported, and/or total accidents in a future period. The models are applied to a real data set giving reported and unreported patient accidents in a large hospital. Both maximum likelihood and Bayesian estimation methods are presented and discussed.

scholarly journals A Damaged Generalised Poisson Model and its Application to Reported and Unreported Accident Counts

2006 ◽  
Vol 36 (2) ◽  
pp. 463-487
Author(s):  
David P.M. Scollnik
Keyword(s):  
Maximum Likelihood ◽  
Poisson Distribution ◽  
Poisson Model ◽  
Real Data ◽  
Estimation Methods ◽  
Actual Number ◽  
Future Period ◽  
Large Hospital ◽  
Data Set ◽  
Current Period

This paper investigates some models in which non-negative observations from a Poisson or generalised Poisson distribution are possibly damaged according to a binomial or quasi-binomial law. The latter case is appropriate when the observations are over-dispersed. Although the extent of the damage is not known, it is assumed that the event of whether or not damage occurred is discernible. The models are particularly suited for certain applications involving accident counts when evidence of certain accidents may be observed even though the accidents themselves may go unreported. Given the number of observed accidents and knowledge as to whether or not some additional accidents have gone unreported, these models may be used to make inferences concerning the actual number of unreported and total number of accidents in the current period, and the numbers of reported, unreported, and/or total accidents in a future period. The models are applied to a real data set giving reported and unreported patient accidents in a large hospital. Both maximum likelihood and Bayesian estimation methods are presented and discussed.

scholarly journals New Lindley Half Cauchy Distribution: Theory and Applications

2020 ◽  
Vol 9 (4) ◽  
pp. 1-7
Keyword(s):  
Maximum Likelihood ◽  
Real Data ◽  
Cauchy Distribution ◽  
Least Square ◽  
Cumulative Distribution ◽  
Likelihood Method ◽  
Estimation Methods ◽  
Model Parameters ◽  
Data Set ◽  
Von Mises

In this paper, we have defined a new two-parameter new Lindley half Cauchy (NLHC) distribution using Lindley-G family of distribution which accommodates increasing, decreasing and a variety of monotone failure rates. The statistical properties of the proposed distribution such as probability density function, cumulative distribution function, quantile, the measure of skewness and kurtosis are presented. We have briefly described the three well-known estimation methods namely maximum likelihood estimators (MLE), least-square (LSE) and Cramer-Von-Mises (CVM) methods. All the computations are performed in R software. By using the maximum likelihood method, we have constructed the asymptotic confidence interval for the model parameters. We verify empirically the potentiality of the new distribution in modeling a real data set.

scholarly journals A Novel Chen Extension: Theory, Characterizations and Different Estimation Methods

2021 ◽  
Vol 2 ◽  
pp. 1
Author(s):  
Haitham M. Yousof ◽  
Mustafa C. Korkmaz ◽  
G.G. Hamedani ◽  
Mohamed Ibrahim
Keyword(s):  
Numerical Analysis ◽  
Maximum Likelihood ◽  
Weighted Least Squares ◽  
Real Data ◽  
Estimation Methods ◽  
Simulation Studies ◽  
Data Set ◽  
Anderson Darling ◽  
Mean Variance ◽  
Skewness And Kurtosis

In this work, we derive a novel extension of Chen distribution. Some statistical properties of the new model are derived. Numerical analysis for mean, variance, skewness and kurtosis is presented. Some characterizations of the proposed distribution are presented. Different classical estimation methods under uncensored schemes such as the maximum likelihood, Anderson-Darling, weighted least squares and right-tail Anderson–Darling methods are considered. Simulation studies are performed in order to compare and assess the above-mentioned estimation methods. For comparing the applicability of the four classical methods, two application to real data set are analyzed.

scholarly journals Some Size Biased Probability Models for Adult out Migration Pattern

2020 ◽  
pp. 78-91
Author(s):  
Brijesh P. Singh ◽  
Sandeep Singh ◽  
Utpal Dhar Das ◽  
Gunjan Singh
Keyword(s):  
Maximum Likelihood ◽  
Poisson Distribution ◽  
Gamma Distribution ◽  
Real Data ◽  
Migration Pattern ◽  
Probability Models ◽  
Data Set ◽  
Proposed Model ◽  
Method Of Maximum Likelihood

In this paper an attempt has been made to inspect the distribution of the number of adult migrants from household through size biased probability models based on certain assumptions. Size Biased Poisson distribution compounded with various forms of Gamma distribution i.e. Gamma (1,θ) , Gamma (2,θ) and mixture of Gamma (1,θ) and Gamma (2,θ)  has been examined for some real data set of adult migration. The parameters of the proposed model have been estimated by method of maximum likelihood.  test indicates that the distributions proposed here are quite satisfactory to explain the pattern of adult out migration.

scholarly journals A Loglinear Lagrangian Poisson Model

1996 ◽  
Vol 26 (1) ◽  
pp. 123-129 ◽  
Author(s):  
Peter ter Berg
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Poisson Distribution ◽  
Likelihood Estimation ◽  
Poisson Model ◽  
Real Data ◽  
Loglinear Model

AbstractMaximum likelihood estimation is derived for the Lagrangian Poisson distribution for a simple and a loglinear model and illustrated with real data.

scholarly journals A New Parametric Life Distribution with Modified Bagdonavičius–Nikulin Goodness-of-Fit Test for Censored Validation, Properties, Applications, and Different Estimation Methods

Entropy ◽  
2020 ◽  
Vol 22 (5) ◽  
pp. 592 ◽  
Author(s):  
Mahmoud Mansour ◽  
Mahdi Rasekhi ◽  
Mohamed Ibrahim ◽  
Khaoula Aidi ◽  
Haitham M. Yousof ◽  
...  
Keyword(s):  
Maximum Likelihood ◽  
Goodness Of Fit ◽  
Real Data ◽  
Weibull Model ◽  
Estimation Methods ◽  
Model Parameters ◽  
Goodness Of Fit Test ◽  
Chi Square ◽  
Data Set ◽  
The Right

In this paper, we first study a new two parameter lifetime distribution. This distribution includes “monotone” and “non-monotone” hazard rate functions which are useful in lifetime data analysis and reliability. Some of its mathematical properties including explicit expressions for the ordinary and incomplete moments, generating function, Renyi entropy, δ-entropy, order statistics and probability weighted moments are derived. Non-Bayesian estimation methods such as the maximum likelihood, Cramer-Von-Mises, percentile estimation, and L-moments are used for estimating the model parameters. The importance and flexibility of the new distribution are illustrated by means of two applications to real data sets. Using the approach of the Bagdonavicius–Nikulin goodness-of-fit test for the right censored validation, we then propose and apply a modified chi-square goodness-of-fit test for the Burr X Weibull model. The modified goodness-of-fit statistics test is applied for the right censored real data set. Based on the censored maximum likelihood estimators on initial data, the modified goodness-of-fit test recovers the loss in information while the grouped data follows the chi-square distribution. The elements of the modified criteria tests are derived. A real data application is for validation under the uncensored scheme.

scholarly journals Exponentiated Nadarajah Haghighi Poisson Distribution

2019 ◽  
Vol 8 (5) ◽  
pp. 34
Author(s):  
Diouma Sira KA ◽  
George Otieno Orwa ◽  
Oscar Ngesa
Keyword(s):  
Maximum Likelihood ◽  
Poisson Distribution ◽  
Generating Functions ◽  
Air Conditioning ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Real Data ◽  
Data Set ◽  
Air Conditioning System ◽  
Maximum Likelihood Estimation Method

This paper discusses the Exponentiated Nadarajah-Haghighi Poisson distribution focusing on statistical properties such as the Quantile, Moments, Moment Generating Functions, Order statistics and Entropy. To estimate the parameters of the model, the Maximum Likelihood Estimation method is used. To demonstrate the performance of the estimators, a simulation study is carried out. A real data set from Air conditioning system is used to highlight the potential application of the distribution.

Evaluation for estimating of the PDF and the CDF of Generalized Inverted Exponential Distribution with Application in Industry

2020 ◽  
pp. 507-522
Author(s):  
Parisa Torkaman
Keyword(s):  
Least Squares ◽  
Exponential Distribution ◽  
Mean Squared Error ◽  
Weighted Least Squares ◽  
Real Data ◽  
Minimum Variance ◽  
Cumulative Distribution ◽  
Estimation Methods ◽  
Data Set ◽  
Better Than

The generalized inverted exponential distribution is introduced as a lifetime model with good statistical properties. This paper, the estimation of the probability density function and the cumulative distribution function of with five different estimation methods: uniformly minimum variance unbiased(UMVU), maximum likelihood(ML), least squares(LS), weighted least squares (WLS) and percentile(PC) estimators are considered. The performance of these estimation procedures, based on the mean squared error (MSE) by numerical simulations are compared. Simulation studies express that the UMVU estimator performs better than others and when the sample size is large enough the ML and UMVU estimators are almost equivalent and efficient than LS, WLS and PC. Finally, the result using a real data set are analyzed.

Properties and methods of estimation for a bivariate exponentiated Fréchet distribution

2020 ◽  
Vol 70 (5) ◽  
pp. 1211-1230
Author(s):  
Abdus Saboor ◽  
Hassan S. Bakouch ◽  
Fernando A. Moala ◽  
Sheraz Hussain
Keyword(s):  
Maximum Likelihood ◽  
Probability Density Function ◽  
Probability Density ◽  
Density Function ◽  
Superior Performance ◽  
Estimation Methods ◽  
Conditional Probability Density ◽  
Data Set ◽  
Fréchet Distribution ◽  
Frechet Distribution

AbstractIn this paper, a bivariate extension of exponentiated Fréchet distribution is introduced, namely a bivariate exponentiated Fréchet (BvEF) distribution whose marginals are univariate exponentiated Fréchet distribution. Several properties of the proposed distribution are discussed, such as the joint survival function, joint probability density function, marginal probability density function, conditional probability density function, moments, marginal and bivariate moment generating functions. Moreover, the proposed distribution is obtained by the Marshall-Olkin survival copula. Estimation of the parameters is investigated by the maximum likelihood with the observed information matrix. In addition to the maximum likelihood estimation method, we consider the Bayesian inference and least square estimation and compare these three methodologies for the BvEF. A simulation study is carried out to compare the performance of the estimators by the presented estimation methods. The proposed bivariate distribution with other related bivariate distributions are fitted to a real-life paired data set. It is shown that, the BvEF distribution has a superior performance among the compared distributions using several tests of goodness–of–fit.

scholarly journals On the Estimation of Reliability of Weighted Weibull Distribution: A Comparative Study

2016 ◽  
Vol 5 (4) ◽  
pp. 1
Author(s):  
Bander Al-Zahrani
Keyword(s):  
Maximum Likelihood ◽  
Weibull Distribution ◽  
Real Data ◽  
Reliability Function ◽  
Nonparametric Methods ◽  
Empirical Method ◽  
Density Estimator ◽  
Bayes Estimators ◽  
Unknown Parameters ◽  
Data Set

The paper gives a description of estimation for the reliability function of weighted Weibull distribution. The maximum likelihood estimators for the unknown parameters are obtained. Nonparametric methods such as empirical method, kernel density estimator and a modified shrinkage estimator are provided. The Markov chain Monte Carlo method is used to compute the Bayes estimators assuming gamma and Jeffrey priors. The performance of the maximum likelihood, nonparametric methods and Bayesian estimators is assessed through a real data set.

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