• Title/Summary/Keyword: Approximate Maximum Likelihood Estimator

Search Result 77, Processing Time 0.027 seconds

Estimation for the Skewed Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Han, Jun-Tae;Park, Sun-Mi
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2004.10a
    • /
    • pp.125-133
    • /
    • 2004
  • In this paper, we derive the approximate maximum likelihood estimators of the scale and location parameters of the skewed exponential distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

  • PDF

Estimation of Weibull Scale Parameter Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Lee, Hwa-Jung;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.3
    • /
    • pp.593-603
    • /
    • 2004
  • We consider the problem of estimating the scale parameter of the Weibull distribution based on multiply Type-II censored samples. We propose two estimators by using the approximate maximum likelihood estimation method for Weibull and extreme value distributions. The proposed estimators are compared in the sense of the mean squared error.

  • PDF

Estimation for the Rayleigh Distribution Based on Multiply Type-II Censored Sample

  • Han, Jun-Tae;Kang, Suk-Bok
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2006.11a
    • /
    • pp.183-195
    • /
    • 2006
  • In this paper, we derive several approximate maximum likelihood estimators of the scale and location parameters in the Rayleigh distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

  • PDF

AMLE for the Rayleigh Distribution with Type-II Censoring

  • Kang, Suk-Bok;Cho, Young-Suk;Hwang, Kwang-Mo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.10 no.2
    • /
    • pp.405-413
    • /
    • 1999
  • By assuming a type-II censoring, we propose the approximate maximum likelihood estimators (AMLEs) of the location and the scale parameters of the two-parameter Rayleigh distribution and calculate the asymptotic variances and covariance of the AMLEs.

  • PDF

Goodness-of-fit Test for the Extreme Value Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Cho, Young-Seuk;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.19 no.4
    • /
    • pp.1441-1448
    • /
    • 2008
  • We propose the modified quantile-quantile (Q-Q) plot using the approximate maximum likelihood estimators and the modified normalized sample Lorenz curve (NSLC) plot for the extreme value distribution based on multiply Type-II censored samples. Using two example data sets, we picture the modified Q-Q plot and the modified NSLC plot.

  • PDF

Estimation for the Double Exponential Distribution Based on Type-II Censored Samples

  • Kang, Suk-Bok;Cho, Young-Suk;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.1
    • /
    • pp.115-126
    • /
    • 2005
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the double exponential distribution based on Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

  • PDF

Estimation for the Half-Logistic Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Park, Young-Kou
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.1
    • /
    • pp.145-156
    • /
    • 2005
  • In this paper, we derive the approximate maximum likelihood estimators (AMLEs) of the scale parameter of the half-logistic distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error (MSE) for various censored samples.

  • PDF

Estimation for the Rayleigh Distribution with Known Parameter under Multiply Type-II Censoring

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.3
    • /
    • pp.933-943
    • /
    • 2006
  • For multiply Type-II censored samples from two-parameter Rayleigh distribution, we derive some approximate maximum likelihood estimators of parameter in the Rayleigh distribution when the other parameter is known. We also compare the proposed estimators in the sense of the mean squared error for various censored samples.

  • PDF

Estimation for the Double Rayleigh Distribution Based on Multiply Type-II Censored Samples

  • Han, Jun-Tae;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
    • /
    • v.15 no.3
    • /
    • pp.367-378
    • /
    • 2008
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the location parameter in a double Rayleigh distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

The Approximate MLE in a Skew-Symmetric Laplace Distribution

  • Son, Hee-Ju;Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.18 no.2
    • /
    • pp.573-584
    • /
    • 2007
  • We define a skew-symmetric Laplace distribution by a symmetric Laplace distribution and evaluate its coefficient of skewness. And we derive an approximate maximum likelihood estimator(AME) and a moment estimator(MME) of a skewed parameter in a skew-symmetric Laplace distribution, and hence compare simulated mean squared errors of those estimators. We compare asymptotic mean squared errors of two defined estimators of reliability in two independent skew-symmetric distributions.

  • PDF