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A Note on Modified Estimators for the Parameters of the Power Function Distribution

초록

영어

This paper is concerned with the modifications of maximum likelihood, moments and percentile estimators of the two parameter Power function distribution. Sampling behavior of the estimators is indicated by Monte Carlo simulation. For some combinations of parameter values, some of the modified estimators appear better than the traditional maximum likelihood, moments and percentile estimators with respect to bias, mean square error and total deviation.

목차

Abstract
 1. Introduction
 2. Methodology
  2.1. Percentile Estimator (P.E)
  2.2. First Modified Percentile Estimator (M.P.E.1)
  2.3. Second Modified Percentile Estimator (M.P.E.2)
  2.4. Third Modified Percentile Estimator (M.P.E.3)
  2.5. Maximum Likelihood Method (M.L.E)
  2.6. First Modified Maximum Likelihood Estimator (M.M.L.E.1)
  2.7. Second Modified Maximum Likelihood Estimator (M.M.L.E. 2)
  2.8. Third Modified Maximum Likelihood Estimator (M.M.L.E.3)
  2.9. Moment Estimators (M.E)
  2.10. First Modified Moment Estimator (M.M.E.1)
  2.11. Second Modified Moment Estimator (M.M.E.2)
  2.12. Third Modified Moment Estimator (M.M.E.3)
  2.13. Fourth Modified Moment Estimator (M.M.E.4)
 3. Performance Indices (Goodness of Fit Analysis)
  3.1. Mean Square Errors (MSE)
  3.2. Total Derivation (TD)
 4. Application
 5. Results And Conclusions
 References

저자정보

  • Azam Zaka College of Statistical and Actuarial Sciences, University of the Punjab, Lahore, Pakistan
  • Navid Feroze Department of Statistics, Government Post Graduate College Muzaffarabad, Azad Kashmir, Pakistan
  • Ahmad Saeed Akhter College of Statistical and Actuarial Sciences, University of the Punjab, Lahore, Pakistan

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