scholarly journals Maximum Likelihood Estimation of Parameters in Exponential Power Distribution with Upper Record Values

2017 ◽  
Author(s):  
Tianchen Zhi
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Power Distribution ◽  
Likelihood Estimation ◽  
Record Values ◽  
Estimation Of Parameters ◽  
Exponential Power Distribution ◽  
Upper Record Values ◽  
Upper Record ◽  
Exponential Power

Record-Based Estimators for Weibull Distribution

2014 ◽  
Vol 14 (07) ◽  
pp. 1450026 ◽  
Author(s):  
Mahdi Teimouri ◽  
Saralees Nadarajah
Keyword(s):  
Maximum Likelihood ◽  
Weibull Distribution ◽  
Shape Parameter ◽  
Mean Squared Error ◽  
Likelihood Estimation ◽  
Record Values ◽  
Likelihood Estimator ◽  
Squared Error ◽  
Upper Record Values ◽  
Upper Record

Teimouri and Nadarajah [Statist. Methodol.13 (2013) 12–24] considered bias corrected maximum likelihood estimation of the Weibull distribution based on upper record values. Here, we propose an estimator for the Weibull shape parameter based on consecutive upper records. It is shown by simulations that the proposed estimator has less bias and less mean squared error than an estimator due to Soliman et al. [Comput. Statist. Data Anal.51 (2006) 2065–2077] based on all upper records. Also, the proposed estimator can be considered as a good competitor for the maximum likelihood estimator of the shape parameter based on complete data. This is proved by simulations and using a real dataset.

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