scholarly journals Does the Type of Records Affect the Estimates of the Parameters?

2022 ◽  
Vol 19 (1) ◽  
Author(s):  
Ayush Tripathi ◽  
Umesh Singh ◽  
Sanjay Kumar Singh
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Likelihood Estimation ◽  
Exponential Distributions ◽  
Unknown Parameters ◽  
Mean Squared Errors

The maximum likelihood estimation of the unknown parameters of inverse Rayleigh and exponential distributions are discussed based on lower and upper records. The aim is to study the effect of the type of records on the behavior of the corresponding estimators. Mean squared errors are calculated through simulation to study the behavior of the estimators. The results shall be of interest to those situations where the data can be obtained in the form of either of the two types of records and the experimenter must decide between these two for estimation of the unknown parameters of the distribution.

scholarly journals New class of Lindley distributions: properties and applications

2021 ◽  
Vol 8 (1) ◽  
Author(s):  
Duha Hamed ◽  
Ahmad Alzaghal
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Simulation Study ◽  
Likelihood Estimation ◽  
Statistical Properties ◽  
Data Sets ◽  
Lifetime Data ◽  
Unknown Parameters ◽  
Lindley Distribution ◽  
New Class

AbstractA new generalized class of Lindley distribution is introduced in this paper. This new class is called the T-Lindley{Y} class of distributions, and it is generated by using the quantile functions of uniform, exponential, Weibull, log-logistic, logistic and Cauchy distributions. The statistical properties including the modes, moments and Shannon’s entropy are discussed. Three new generalized Lindley distributions are investigated in more details. For estimating the unknown parameters, the maximum likelihood estimation has been used and a simulation study was carried out. Lastly, the usefulness of this new proposed class in fitting lifetime data is illustrated using four different data sets. In the application section, the strength of members of the T-Lindley{Y} class in modeling both unimodal as well as bimodal data sets is presented. A member of the T-Lindley{Y} class of distributions outperformed other known distributions in modeling unimodal and bimodal lifetime data sets.

scholarly journals A Study on Properties and Applications of a Lomax Gompertz-Makeham Distribution

2019 ◽  
pp. 1-27
Author(s):  
Innocent Boyle Eraikhuemen ◽  
Terna Godfrey Ieren ◽  
Tajan Mashingil Mabur ◽  
Mohammed Sa’ad ◽  
Samson Kuje ◽  
...  
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Probability Distributions ◽  
Real Life ◽  
Likelihood Estimation ◽  
The Other ◽  
Unknown Parameters ◽  
Method Of Maximum Likelihood ◽  
Compound Model ◽  
New Distribution

The article presents an extension of the Gompertz-Makeham distribution using the Lomax generator of probability distributions. This generalization of the Gompertz-Makeham distribution provides a more skewed and flexible compound model called Lomax Gompertz-Makeham distribution. The paper derives and discusses some Mathematical and Statistical properties of the new distribution. The unknown parameters of the new model are estimated via the method of maximum likelihood estimation. In conclusion, the new distribution is applied to two real life datasets together with two other related models to check its flexibility or performance and the results indicate that the proposed extension is more flexible compared to the other two distributions considered in the paper based on the two datasets used.

scholarly journals Statistical analysis based on quaternion normal random variables

1985 ◽  
Vol 4 (3) ◽  
pp. 120-127 ◽  
Author(s):  
H. M. Rautenbach ◽  
J. J. J. Roux
Keyword(s):  
Statistical Analysis ◽  
Maximum Likelihood ◽  
Probability Density Function ◽  
Maximum Likelihood Estimation ◽  
Normal Distribution ◽  
Probability Density ◽  
Likelihood Estimation ◽  
Estimation Procedure ◽  
Unknown Parameters ◽  
Quaternion Case

The quaternion normal distribution is derived and a number of characteristics are highlighted. The maximum likelihood estimation procedure in the quaternion case is examined and the conclusion is reached that the estimation procedure is simplified if the unknown parameters of the associated real probability density function are estimated. The quaternion estimator is then obtained by regarding these estimators as the components of the quaternion estimator. By means of a example attention is given to a test criterium which can be used in the quaternion model.

scholarly journals The Transmuted Inverted Nadarajah-Haghighi Distribution With an Application to Lifetime Data

2021 ◽  
pp. 451-466
Author(s):  
Aliyeh Toumaj ◽  
S.M.T.K. MirMostafaee ◽  
G.G. Hamedani
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Interval Estimation ◽  
Likelihood Estimation ◽  
Lifetime Distribution ◽  
Lifetime Data ◽  
Unknown Parameters ◽  
Failure Data ◽  
Mathematical Properties ◽  
New Distribution

In this paper, we propose a new lifetime distribution. We discuss several mathematical properties of the new distribu- tion. Certain characterizations of the new distribution are provided. We study the maximum likelihood estimation and asymptotic interval estimation of the unknown parameters. A simulation study, as well as an application of the new distribution to failure data, are also presented. We end the paper with a number of remarks.

scholarly journals On the Transmuted AdditiveWeibull Distribution

2016 ◽  
Vol 42 (2) ◽  
pp. 117-132 ◽  
Author(s):  
Ibrahim Elbatal ◽  
Gokarna Aryal
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Weibull Distribution ◽  
Random Number ◽  
Continuous Distribution ◽  
Random Number Generation ◽  
Likelihood Estimation ◽  
Unknown Parameters ◽  
Real World Data ◽  
New Distribution

In this article a continuous distribution, the so-called transmuted additive Weibull distribution, that extends the additive Weibull distribution and some other distributions is proposed and studied. We will use the quadratic rank transmutation map proposed by Shaw and Buckley (2009) in order to generate the transmuted additiveWeibull distribution. Various structural properties of the new distribution including explicit expressions for the moments, random number generation and order statistics are derived. Maximum likelihood estimation of the unknown parameters of the new model for completesample is also discussed. It will be shown that the analytical results are applicable to model real world data.

A Method for Estimating Parameters of P-S-N Curves Based on Weibull Distribution

2011 ◽  
Author(s):  
Dan Ling ◽  
Shun-Peng Zhu ◽  
Hong-Zhong Huang ◽  
Li-Ping He ◽  
Zhong-Lai Wang
Keyword(s):  
Fatigue Life ◽  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Weibull Distribution ◽  
Stress Level ◽  
Likelihood Estimation ◽  
Probability Of Failure ◽  
Unknown Parameters ◽  
Curve Model ◽  
The Relationship

An S-N curve is a traditional tool for design against fatigue. Because there is often a considerable amount of scatter in fatigue performance of specimens, The P-S-N curves capturing the probability of failure should be employed instead of S-N curves. In order to minimize the time and the number of specimens required for fatigue test, many researches had been done. Most studies were focused on a three-parameter S-N curve model; lognormal distribution and maximum likelihood estimation were employed to estimate unknown parameters. In this paper, a three-parameter Weibull distribution is used to describe the scatter of fatigue life. The relationship among survival probability, stress level and fatigue life is considered. A method for estimating parameters of P-S-N curves is proposed. According to this method, three groups of specimens are needed. Each group is submitted to a stress level. The parameters of P-S-N curves can be estimated by solving a set of nonlinear equations. And a numerical example shows that the method is effective.

scholarly journals Maximum Likelihood Estimation in the Fractional Vasicek Model

2017 ◽  
Vol 56 (1) ◽  
pp. 77-87 ◽  
Author(s):  
Stanislav Lohvinenko ◽  
Kostiantyn Ralchenko
Keyword(s):  
Brownian Motion ◽  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Asymptotic Normality ◽  
Maximum Likelihood Estimators ◽  
Likelihood Estimation ◽  
Hurst Parameter ◽  
Unknown Parameters ◽  
Vasicek Model ◽  
Consistency And Asymptotic Normality

We consider the fractional Vasicek model of the form dXt = (α-βXt)dt +γdBHt , driven by fractional Brownian motion BH with Hurst parameter H ∈ (1/2,1). We construct the maximum likelihood estimators for unknown parameters α and β, and prove their consistency and asymptotic normality.

scholarly journals The Truncated Power Lomax Distribution: Properties and Applications

2018 ◽  
Vol 16 (9) ◽  
pp. 655-668
Author(s):  
Sirinapa ARYUYUEN ◽  
Winai BODHISUWAN
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Hazard Function ◽  
Likelihood Estimation ◽  
Real Data ◽  
The Other ◽  
Data Sets ◽  
Truncated Distribution ◽  
Unknown Parameters ◽  
Lomax Distribution

A new truncated distribution, called the truncated power Lomax (TPL) distribution, is proposed. This is a truncated version of the power Lomax distribution. The TPL distribution has increasing and decreasing shapes of the hazard function. Some statistical properties, such as moments, survival, hazard, and quantile functions, are discussed. The maximum likelihood estimation (MLE) is constructed for estimating the unknown parameters of the TPL distribution. Moreover, the distribution has been fitted with real data sets to illustrate the usefulness of the proposed distribution. From the results of the example applications, the TPL distribution provides a consistently better fit than the other distributions, i.e., power Lomax and Lomax.

Sign in / Sign up

Export Citation Format

Share Document