scholarly journals E-Bayesian Estimation Based on Burr-X Generalized Type-II Hybrid Censored Data

Symmetry ◽  
2019 ◽  
Vol 11 (5) ◽  
pp. 626
Author(s):  
Abdalla Rabie ◽  
Junping Li
Keyword(s):  
Maximum Likelihood ◽  
Bayesian Estimation ◽  
Real Life ◽  
Estimation Method ◽  
Reliability Function ◽  
Maximum Likelihood Estimates ◽  
Estimation Methods ◽  
Type Ii ◽  
Credible Intervals ◽  
Generalized Type

In this article, we are concerned with the E-Bayesian (the expectation of Bayesian estimate) method, the maximum likelihood and the Bayesian estimation methods of the shape parameter, and the reliability function of one-parameter Burr-X distribution. A hybrid generalized Type-II censored sample from one-parameter Burr-X distribution is considered. The Bayesian and E-Bayesian approaches are studied under squared error and LINEX loss functions by using the Markov chain Monte Carlo method. Confidence intervals for maximum likelihood estimates, as well as credible intervals for the E-Bayesian and Bayesian estimates, are constructed. Furthermore, an example of real-life data is presented for the sake of the illustration. Finally, the performance of the E-Bayesian estimation method is studied then compared with the performance of the Bayesian and maximum likelihood methods.

scholarly journals Comparison between the maximum likelihood and the bayesian estimation methods for logistic regression model (case study: risk of low birth weight in Indonesia)

2021 ◽  
Vol 2106 (1) ◽  
pp. 012001
Author(s):  
P R Sihombing ◽  
S R Rohimah ◽  
A Kurnia
Keyword(s):  
Logistic Regression ◽  
Birth Weight ◽  
Maximum Likelihood ◽  
Low Birth Weight ◽  
Regression Model ◽  
Bayesian Estimation ◽  
Logistic Regression Model ◽  
Estimation Method ◽  
Estimation Methods ◽  
Model Case

Abstract This study aims to compare the efficacy of logistic regression model for identifying the risk factors of low-birth-weight babies in Indonesia using the maximum likelihood estimation (MLE)and the Bayesian estimation methods. The data used in this study is secondary data derived from the 2017 Indonesian Demographic Health Survey with a total sample of 16,344 newborn babies. Selection of the best logistic regression model was based on the smaller Bayesian Schwartz Information Criterion (BIC) value. The logistic regression model with the Bayesian estimation method has a smaller BIC value than the MLE method. Twin births, baby girl, maternal age at risk, birth spacing that is too close, iron deficiency, low education, low economy, inadequate drinking water sources have provided a higher risk of low-birth-weight incidence.

scholarly journals Estimating the Reliability Function of (2+1) Cascade Model

2019 ◽  
Vol 16 (2) ◽  
pp. 0395
Author(s):  
Khaleel Et al.
Keyword(s):  
Maximum Likelihood ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Reliability Function ◽  
Cascade Model ◽  
Least Square ◽  
Estimation Methods ◽  
Percentage Error ◽  
Estimate Reliability ◽  
Best Estimator

This paper discusses reliability R of the (2+1) Cascade model of inverse Weibull distribution. Reliability is to be found when strength-stress distributed is inverse Weibull random variables with unknown scale parameter and known shape parameter. Six estimation methods (Maximum likelihood, Moment, Least Square, Weighted Least Square, Regression and Percentile) are used to estimate reliability. There is a comparison between six different estimation methods by the simulation study by MATLAB 2016, using two statistical criteria Mean square error and Mean Absolute Percentage Error, where it is found that best estimator between the six estimators is Maximum likelihood estimation method.

scholarly journals Generalized Lindley-Quasi Xgamma distribution

2021 ◽  
Vol 17 (1) ◽  
pp. 5-30
Author(s):  
S. A. Wani ◽  
S. Shafi
Keyword(s):  
Maximum Likelihood ◽  
Goodness Of Fit ◽  
Real Life ◽  
Estimation Method ◽  
Maximum Likelihood Estimates ◽  
Ratio Test ◽  
Life Data ◽  
Weight Parameter ◽  
Real Life Data ◽  
Proposed Model

Abstract We obtained a new generalization of Lindley-Quasi Xgamma distribution by adding weight parameter to it through weighting technique and have shown the flexibility of proposed model. Expression for reliability measures, order statistics, Bonferroni curves & indices, Renyi entropy along with some other important properties are derived. Maximum likelihood estimation method is put to use for estimation of unknown parameters of proposed model. Simulation study for checking the performance of maximum likelihood estimates and for model comparison is carried out. Proposed model and its related models are fitted to real life data sets and goodness of fit measure Kolmogorov statistic & p-value, loss of information criteria’s AIC, BIC, AICC & HQIC are computed through R software to check the applicability of proposed model in real life. The significance of weight parameter is also tested by using likelihood ratio test for both randomly generated data as well as real life data.

Multi-modality in the Likelihood Function of GARCH Model

2020 ◽  
Vol 23 (03) ◽  
pp. 2050018
Author(s):  
Farrukh Mahmood ◽  
Saud Ahmed Khan
Keyword(s):  
Maximum Likelihood ◽  
Real World ◽  
Likelihood Function ◽  
Estimation Method ◽  
Garch Model ◽  
Maximum Likelihood Estimates ◽  
Estimation Methods ◽  
Real World Application ◽  
Text Model

It is shown empirically that likelihood function of the GARCH is multi-modal. Hence, the maximum likelihood estimates at local and global maxima will be quantitatively different. Therefore, it is important to start an estimation method with consistent starting value that converge to global maxima. This study compares two estimation methods, BFGS and DE, on the basis of simulation and surface constructed by changing the value of GARCH [Formula: see text] model. DE is superior and consistent throughout the surface, and across distributions. PSX is used as real-world application and it has been found that the estimates obtained from DE are best and unbiased.

scholarly journals Estimating the Reliability Function of (2+1) Cascade Model

2019 ◽  
Vol 16 (2) ◽  
pp. 0395
Author(s):  
Khaleel Et al.
Keyword(s):  
Maximum Likelihood ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Reliability Function ◽  
Cascade Model ◽  
Least Square ◽  
Estimation Methods ◽  
Percentage Error ◽  
Estimate Reliability ◽  
Best Estimator

This paper discusses reliability R of the (2+1) Cascade model of inverse Weibull distribution. Reliability is to be found when strength-stress distributed is inverse Weibull random variables with unknown scale parameter and known shape parameter. Six estimation methods (Maximum likelihood, Moment, Least Square, Weighted Least Square, Regression and Percentile) are used to estimate reliability. There is a comparison between six different estimation methods by the simulation study by MATLAB 2016, using two statistical criteria Mean square error and Mean Absolute Percentage Error, where it is found that best estimator between the six estimators is Maximum likelihood estimation method.

scholarly journals The Marshall-Olkin Extended Gumbel-weibull Distribution: Properties And Applications

2021 ◽  
Vol 16 (1) ◽  
pp. 2603-2627
Author(s):  
Elebe Emmanuel Nwezza ◽  
Fidelis Ifeanyi Ugwuowo
Keyword(s):  
Maximum Likelihood ◽  
Real Life ◽  
Estimation Method ◽  
Quantile Function ◽  
Lifetime Distribution ◽  
Maximum Likelihood Estimates ◽  
Simulation Studies ◽  
Test Statistics ◽  
Maximum Likeli ◽  
New Distribution

We introduce a new lifetime distribution called Marshall-Olkin extended Gumbel-Weibull. Some properties of distribution such as moments, TL-moments, quantile function, en- tropy, and order statistics are studied. The fexibility of the distribution to model unimodal, monotone shapes as well as unimodal, bimodal, monotone failure rates are presented. The estimators of the parameters of the distribution were obtained using the maximum likeli- hood estimation method. The performance of the maximum likelihood estimates of the Marshall-Olkin extended Gumbel-Weibulll parameters was observed through simulation studies. Two real life applications to illustrate the potentials of the new distribution are presented, and comparison with other distribution having the same baseline is done using goodness-of-test statistics.

scholarly journals A New Probability Distribution for Modeling Failure and Service Times: Properties, Copulas and Various Estimation Methods

2021 ◽  
Vol 9 (3) ◽  
pp. 555-586
Author(s):  
Hanaa Elgohari ◽  
Mohamed Ibrahim ◽  
Haitham Yousof
Keyword(s):  
Maximum Likelihood ◽  
Bayesian Estimation ◽  
Maximum Likelihood Method ◽  
Estimation Method ◽  
Real Data ◽  
Likelihood Method ◽  
Estimation Methods ◽  
Finite Sample ◽  
Simulation Experiments ◽  
Mean Squared Errors

In this paper, a new generalization of the Pareto type II model is introduced and studied. The new density canbe “right skewed” with heavy tail shape and its corresponding failure rate can be “J-shape”, “decreasing” and “upside down (or increasing-constant-decreasing)”. The new model may be used as an “under-dispersed” and “over-dispersed” model. Bayesian and non-Bayesian estimation methods are considered. We assessed the performance of all methods via simulation study. Bayesian and non-Bayesian estimation methods are compared in modeling real data via two applications. In modeling real data, the maximum likelihood method is the best estimation method. So, we used it in comparing competitive models. Before using the the maximum likelihood method, we performed simulation experiments to assess the finite sample behavior of it using the biases and mean squared errors.

scholarly journals On Estimating Reliability of a Stress – Strength Model in Case of Rayleigh Pareto Distribution

2021 ◽  
pp. 4847-4858
Author(s):  
Emad Sh. M. Haddad ◽  
Feras Sh. M. Batah
Keyword(s):  
Maximum Likelihood ◽  
Pareto Distribution ◽  
Estimation Method ◽  
Reliability Function ◽  
Ordinary Least Squares ◽  
Estimation Methods ◽  
Shrinkage Estimation ◽  
Strength Model ◽  
Shrinkage Methods ◽  
Mathematical Formulas

The stress – strength model is one of the models that are used to compute reliability. In this paper, we derived mathematical formulas for the reliability of the stress – strength model that follows Rayleigh Pareto (Rayl. – Par) distribution. Here, the model has a single component, where strength Y is subjected to a stress X, represented by moment, reliability function, restricted behavior, and ordering statistics. Some estimation methods were used, which are the maximum likelihood, ordinary least squares, and two shrinkage methods, in addition to a newly suggested method for weighting the contraction. The performance of these estimates was studied empirically by using simulation experimentation that could give more varieties for different-sized samples for stress and strength. The most interesting finding indicates the superiority of the proposed shrinkage estimation method.

scholarly journals The Weibull Birnbaum-Saunders Distribution And Its Applications

2020 ◽  
Vol 9 (1) ◽  
pp. 61-81
Author(s):  
Lazhar BENKHELIFA
Keyword(s):  
Maximum Likelihood ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Real Data ◽  
Reliability Estimation ◽  
Maximum Likelihood Estimates ◽  
Model Parameters ◽  
Data Sets ◽  
Proposed Model ◽  
Modeling Data

A new lifetime model, with four positive parameters, called the Weibull Birnbaum-Saunders distribution is proposed. The proposed model extends the Birnbaum-Saunders distribution and provides great flexibility in modeling data in practice. Some mathematical properties of the new distribution are obtained including expansions for the cumulative and density functions, moments, generating function, mean deviations, order statistics and reliability. Estimation of the model parameters is carried out by the maximum likelihood estimation method. A simulation study is presented to show the performance of the maximum likelihood estimates of the model parameters. The flexibility of the new model is examined by applying it to two real data sets.

scholarly journals A Bi-Level Weibull Model with Applications to Two Ordered Events

2020 ◽  
Vol 8 (2) ◽  
Author(s):  
Shuguang Song ◽  
Hanlin Liu ◽  
Mimi Zhang ◽  
Min Xie
Keyword(s):  
Maximum Likelihood ◽  
Estimation Method ◽  
Mixture Distribution ◽  
Likelihood Estimation ◽  
Random Variable ◽  
Weibull Model ◽  
Reliability Function ◽  
The Other ◽  
Regularity Conditions ◽  
Maximum Likelihood Estimation Method

In this paper, we propose and study a new bivariate Weibull model, called Bi-levelWeibullModel, which arises when one failure occurs after the other. Under some specific regularity conditions, the reliability function of the second event can be above the reliability function of the first event, and is always above the reliability function of the transformed first event, which is a univariate Weibull random variable. This model is motivated by a common physical feature that arises fromseveral real applications. The two marginal distributions are a Weibull distribution and a generalized three-parameter Weibull mixture distribution. Some useful properties of the model are derived, and we also present the maximum likelihood estimation method. A real example is provided to illustrate the application of the model.

Sign in / Sign up

Export Citation Format

Share Document