Statistical Properties and Different Methods of Estimation of Transmuted Rayleigh Distribution
Fuente:
Redalyc
Guardado en:
| Autor principal: | |
|---|---|
| Formato: | Artículo científico |
| Lenguaje: | en |
| Publicado: |
Universidad Nacional de Colombia
2017
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1876433355992465408 |
|---|---|
| author | Sanku Dey |
| author_facet | Sanku Dey |
| contents | Statistical Properties and Different Methods of Estimation of Transmuted Rayleigh Distribution Sanku Dey Enayetur Raheem Saikat Mukherjee Física, Astronomía y Matemáticas tion Order Statistics Parameter Estima Rate Risk Function Rayleigh Distribution This article addresses various properties and different methods of esti- mation of the unknown Transmuted Rayleigh (TR) distribution parameters from a frequentist point of view. Although our main focus is on estima- tion, various mathematical and statistical properties of the TR distribution (such as quantiles, moments, moment generating function, conditional mo- ments, hazard rate, mean residual lifetime, mean past lifetime, mean devi- ation about mean and median, the stochastic ordering, various entropies, stress-strength parameter, and order statistics) are derived. We briefly de- scribe different methods of estimation such as maximum likelihood, method of moments, percentile based estimation, least squares, method of maximum product of spacings, method of Cramér-von-Mises, methods of Anderson- Darling and right-tail Anderson-Darling, and compare them using extensive simulations studies. Finally, the potentiality of the model is studied using two real data sets. Bias, standard error of the estimates, and bootstrap per- centile confidence intervals are obtained by bootstrap resampling. 2017 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89949526010 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.1 Vol.40 |
| format | Artículo científico |
| id | redalyc_89949526010 |
| institution | Redalyc |
| language | en |
| publishDate | 2017 |
| publisher | Universidad Nacional de Colombia |
| spellingShingle | Statistical Properties and Different Methods of Estimation of Transmuted Rayleigh Distribution Sanku Dey Física, Astronomía y Matemáticas tion Order Statistics Parameter Estima Rate Risk Function Rayleigh Distribution Statistical Properties and Different Methods of Estimation of Transmuted Rayleigh Distribution Sanku Dey Enayetur Raheem Saikat Mukherjee Física, Astronomía y Matemáticas tion Order Statistics Parameter Estima Rate Risk Function Rayleigh Distribution This article addresses various properties and different methods of esti- mation of the unknown Transmuted Rayleigh (TR) distribution parameters from a frequentist point of view. Although our main focus is on estima- tion, various mathematical and statistical properties of the TR distribution (such as quantiles, moments, moment generating function, conditional mo- ments, hazard rate, mean residual lifetime, mean past lifetime, mean devi- ation about mean and median, the stochastic ordering, various entropies, stress-strength parameter, and order statistics) are derived. We briefly de- scribe different methods of estimation such as maximum likelihood, method of moments, percentile based estimation, least squares, method of maximum product of spacings, method of Cramér-von-Mises, methods of Anderson- Darling and right-tail Anderson-Darling, and compare them using extensive simulations studies. Finally, the potentiality of the model is studied using two real data sets. Bias, standard error of the estimates, and bootstrap per- centile confidence intervals are obtained by bootstrap resampling. 2017 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89949526010 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.1 Vol.40 |
| title | Statistical Properties and Different Methods of Estimation of Transmuted Rayleigh Distribution |
| topic | Física, Astronomía y Matemáticas tion Order Statistics Parameter Estima Rate Risk Function Rayleigh Distribution |
| url | https://www.redalyc.org/articulo.oa?id=89949526010 |