Further Properties and Estimations of Exponentiated Generalized Linear Exponential Distribution

The recent exponentiated generalized linear exponential distribution is a generalization of the generalized linear exponential distribution and the exponentiated generalized linear exponential distribution. In this paper, we study some statistical properties of this distribution such as negative moments, moments of order statistics, mean residual lifetime, and their asymptotic distributions for sample extreme order statistics. Different estimation procedures include the maximum likelihood estimation, the corrected maximum likelihood estimation, the modified maximum likelihood estimation, the maximum product of spacing estimation, and the least squares estimation are compared via a Monte Carlo simulation study in terms of their biases, mean squared errors, and their rates of obtaining reliable estimates. Recommendations are made from the simulation results and a numerical example is presented to illustrate its use for modeling a rainfall data from Orlando, Florida.

Modified Maximum Likelihood Estimation for Generalized Exponential Distribution

For a Modified Maximum Likelihood Estimate of the parameters of generalized exponential distribution (GE), a hyperbolic approximation is used instead of linear approximation for a function which appears in the Maximum Likelihood equation. This estimate is shown to perform better, in accuracy and simplicity of calculation, than the one based on linear approximation for the same function. Numerical computation for random samples of different sizes from generalized exponential distribution (GE), using type II censoring is done and is shown to be better than that obtained by Lee et al. [1].

A Simple Random Sampling Modified Dual to Product Estimator for Estimating Population Mean using Order Statistics

Bandopadhyaya (1980) developed a dual to product estimator using robust modified maximum likelihood estimators (MMLE’s). Their properties were obtained theoretically and supported through simulations studies with generated as well as one real data set. Robustness properties in the presence of outliers and confidence intervals were studied.

Data bank: nine numerical methods for determining the parameters of weibull for wind energy generation tested by five statistical tools

This study aims to determine the potential of wind energy in the mediterranean coastal plain of Palestine. The parameters of the Weibull distribution were calculated on basis of wind speed data. Accordingly, two approaches were employed: analysis of a set of actual time series data and theoretical Weibull probability function. In this analysis, the parameters Weibull shape factor ‘<em>k</em>’ and the Weibull scale factor ‘<em>c</em>’ were adopted. These suitability values were calculated using the following popular methods: method of moments (MM), standard deviation method (STDM), empirical method (EM), maximum likelihood method (MLM), modified maximum likelihood method (MMLM), second modified maximum likelihood method (SMMLM), graphical method (GM), least mean square method (LSM) and energy pattern factor method (EPF). The performance of these numerical methods was tested by root mean square error (RMSE), index of agreement (IA), Chi-square test (X²), mean absolute percentage error (MAPE) and relative root mean square error (RRMSE) to estimate the percentage of error. Among the prediction techniques. The EPF exhibited the greatest accuracy performance followed by MM and MLM, whereas the SMMLM exhibited the worst performance. The RMSE achieved the best prediction accuracy, whereas the RRMSE attained the worst prediction accuracy.

Inference in Multiple Linear Regression Model with Generalized Secant Hyperbolic Distribution Errors

We study multiple linear regression model under non-normally distributed random error by considering the family of generalized secant hyperbolic distributions. We derive the estimators of model parameters by using modified maximum likelihood methodology and explore the properties of the modified maximum likelihood estimators so obtained. We show that the proposed estimators are more efficient and robust than the commonly used least square estimators. We also develop the relevant test of hypothesis procedures and compared the performance of such tests vis-a-vis the classical tests that are based upon the least square approach.

Inference in Multiple Linear Regression Model with Generalized Secant Hyperbolic Distribution Errors

We study multiple linear regression model under non-normally distributed random error by considering the family of generalized secant hyperbolic distributions. We derive the estimators of model parameters by using modified maximum likelihood methodology and explore the properties of the modified maximum likelihood estimators so obtained. We show that the proposed estimators are more efficient and robust than the commonly used least square estimators. We also develop the relevant test of hypothesis procedures and compared the performance of such tests vis-a-vis the classical tests that are based upon the least square approach.