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51.
Milan Jovanović 《统计学通讯:模拟与计算》2017,46(4):3050-3066
This article deals with the estimation of R = P{X < Y}, where X and Y are independent random variables from geometric and exponential distribution, respectively. For complete samples, the MLE of R, its asymptotic distribution, and confidence interval based on it are obtained. The procedure for deriving bootstrap-p confidence interval is presented. The UMVUE of R and UMVUE of its variance are derived. The Bayes estimator of R is investigated and its Lindley's approximation is obtained. A simulation study is performed in order to compare these estimators. Finally, all point estimators for right censored sample from the exponential distribution, are obtained. 相似文献
52.
The first-order product autoregressive (PAR(1)) model introduced by McKenzie in 1982 did not attract the attention of practitioners due to the unavailability of a proper estimation method. This article proposes an estimating function (EF) method to fill the gap. In particular, we suggest an optimal combination of linear and quadratic EFs to overcome the problem of parameter identification. The procedure is applied to Weibull and Gamma PAR(1) models. Simulation and data analysis show that the proposed method performs better than the existing methods. 相似文献
53.
Fatemeh Sogandi 《统计学通讯:模拟与计算》2017,46(3):2207-2227
In this article, a maximum likelihood estimator is derived in the generalized linear model-based regression profiles under monotonic change in Phase II. The performance of the proposed estimator is comprehensively investigated through some special cases, and compared with estimators under step change and drift. The results show that the proposed estimator has better performance in small and medium shifts under different increasing changes. Finally, the applicability of the proposed estimator is illustrated using a real case. 相似文献
54.
Here, we consider a generalized form of the alternative zero-inflated logarithmic series distribution of Kumar and Riyaz (J. Statist. Comp. Simul., 2015) and study some of its important aspects. The parameters of the distribution are estimated by the method of maximum likelihood and some test procedures are developed for testing the significance of the additional parameter of the model. All these estimation and testing procedures are illustrated with the help of certain real life datasets. A simulation study is also carried out for assessing the performance of the estimators. 相似文献
55.
?iray et al. proposed a restricted Liu estimator to overcome multicollinearity in the logistic regression model. They also used a Monte Carlo simulation to study the properties of the restricted Liu estimator. However, they did not present the theoretical result about the mean squared error properties of the restricted estimator compared to MLE, restricted maximum likelihood estimator (RMLE) and Liu estimator. In this article, we compare the restricted Liu estimator with MLE, RMLE and Liu estimator in the mean squared error sense and we also present a method to choose a biasing parameter. Finally, a real data example and a Monte Carlo simulation are conducted to illustrate the benefits of the restricted Liu estimator. 相似文献
56.
We propose a specific general Markov-regime switching estimation both in the long memory parameter d and the mean of a time series. We employ Viterbi algorithm that combines the Viterbi procedures in two state Markov-switching parameter estimation. It is well-known that existence of mean break and long memory in time series can be easily confused with each other in most cases. Thus, we aim at observing the deviation and interaction of mean and d estimates for different cases. A Monte Carlo experiment reveals that the finite sample performance of the proposed algorithm for a simple mixture model of Markov-switching mean and d changes with respect to the fractional integrating parameters and the mean values for the two regimes. 相似文献
57.
In this article, the statistical inference for the Gompertz distribution based on Type-II progressively hybrid censored data is discussed. The estimation of the parameters for Gompertz distribution is obtained using maximum likelihood method (MLE) and Bayesian method under three different loss functions. We also proved the existence and uniqueness of the MLE. The one-sample Bayesian prediction intervals are obtained. The work is done for different values of the parameters. We apply the Monto Carlo simulation to compare the proposed methods, also an example is discussed to construct the Prediction intervals. 相似文献
58.
Yu-Ye Zou 《统计学通讯:理论与方法》2017,46(2):1007-1023
In this article, we study global L2 error of non linear wavelet estimator of density in the Besov space Bspq for missing data model when covariables are present and prove that the estimator can achieve the optimal rate of convergence, which is similar to the result studied by Donoho et al. (1996) in complete independent data case with term-by-term thresholding of the empirical wavelet coefficients. Finite-sample behavior of the proposed estimator is explored via simulations. 相似文献
59.
Ro Jin Pak 《统计学通讯:理论与方法》2017,46(2):602-608
Theories about the bandwidth of kernel density estimation have been well established by many statisticians. However, the influence function of the bandwidth has not been well investigated. The influence function of the optimal bandwidth that minimizes the mean integrated square error is derived and the asymptotic property of the bandwidth selectors based on the influence function is provided. 相似文献
60.
A preliminary test estimator of variance in the bivariate normal distribution is proposed after the Pitman–Morgan test of homogeneity of two variances. The bias and mean square error of the estimator are derived. The relative efficiency (RE) of the preliminary test estimator is studied. Computations and 3D graphs of RE for different parameters are analyzed. In order to get the maximum RE, recommendations of the significance level for the preliminary test are given for various sample sizes by using the max–min criterion. 相似文献