• Title/Summary/Keyword: maximum distribution

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Classical and Bayesian methods of estimation for power Lindley distribution with application to waiting time data

  • Sharma, Vikas Kumar;Singh, Sanjay Kumar;Singh, Umesh
    • Communications for Statistical Applications and Methods
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    • v.24 no.3
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    • pp.193-209
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    • 2017
  • The power Lindley distribution with some of its properties is considered in this article. Maximum likelihood, least squares, maximum product spacings, and Bayes estimators are proposed to estimate all the unknown parameters of the power Lindley distribution. Lindley's approximation and Markov chain Monte Carlo techniques are utilized for Bayesian calculations since posterior distribution cannot be reduced to standard distribution. The performances of the proposed estimators are compared based on simulated samples. The waiting times of research articles to be accepted in statistical journals are fitted to the power Lindley distribution with other competing distributions. Chi-square statistic, Kolmogorov-Smirnov statistic, Akaike information criterion and Bayesian information criterion are used to access goodness-of-fit. It was found that the power Lindley distribution gives a better fit for the data than other distributions.

Maximum likelihood estimation for a mixture distribution (이항-퇴화 혼합분포의 최우추정법)

  • Hwang, Seonyeong;Sohn, Seung Hye;Oh, Changhyuck
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.313-322
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    • 2015
  • A mixture distribution of a discrete uniform or degenerated distribution and two binomial distribution is proposed and a method of obtaining the maximum likelihood estimates of the parameters is provided. For the proposed model simulation studies were conducted to see performance of the maximum likelihood estimates and a mixture of a degenerated distribution and two binomial distributions was applied to fit a lecture evaluation data to show a good result.

Approximate Maximum Likelihood Estimation for the Three-Parameter Weibull Distribution

  • Kang, S.B.;Cho, Y.S.;Choi, S.H.
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.209-217
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    • 2001
  • We obtain the approximate maximum likelihood estimators (AMLEs) for the scale and location parameters $\theta$ and $\mu$ in the three-parameter Weibull distribution based on Type-II censored samples. We also compare the AMLEs with the modified maximum likelihood estimators (MMLEs) in the sense of the mean squared error (MSE) based on complete sample.

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

  • Kang, Suk-Bok;Han, Jun-Tae
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.349-361
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    • 2009
  • In this paper, we derive the approximate maximum likelihood estimators of the shape parameter and the scale parameter in a Weibull distribution under multiply Type-II censoring by the approximate maximum likelihood estimation method. We develop three modified empirical distribution function type tests for the Weibull distribution based on multiply Type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

Design of Minimum and Maximum Control Charts under Weibull Distribution (와이블분포하에서의 최소값 및 최대값 관리도의 설계)

  • Jo, Eun-Kyung;Lee, Minkoo
    • Journal of Korean Institute of Industrial Engineers
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    • v.41 no.6
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    • pp.521-529
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    • 2015
  • Statistical process control techniques have been greatly implemented in industries for improving product quality and saving production costs. As a primary tool among these techniques, control charts are widely used to detect the occurrence of assignable causes. In most works on the control charts it considered the problem of monitoring the mean and variance, and the quality characteristic of interest is normally distributed. In some situations monitoring of the minimum and maximum values is more important and the quality characteristic of interest is the Weibull distribution rather than a normal distribution. In this paper, we consider the statistical design of minimum and maximum control charts when the distribution of the quality characteristic of interest is Weibull. The proposed minimum and maximum control charts are applied to the wind data. The results of the application show that the proposed method is more effective than traditional methods.

On the maximum likelihood estimators for parameters of a Weibull distribution under random censoring

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.23 no.3
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    • pp.241-250
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    • 2016
  • In this paper, we consider statistical inferences on the estimation of the parameters of a Weibull distribution when data are randomly censored. Maximum likelihood estimators (MLEs) and approximate MLEs are derived to estimate the parameters. We consider two cases for the censoring model: the assumption that the censoring distribution does not involve any parameters of interest and a censoring distribution that follows a Weibull distribution. A simulation study is conducted to compare the performances of the estimators. The result shows that the MLEs and the approximate MLEs are similar in terms of biases and mean square errors; in addition, the assumption of the censoring model has a strong influence on the estimation of scale parameter.

Predictions for Progressively Type-II Censored Failure Times from the Half Triangle Distribution

  • Seo, Jung-In;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.21 no.1
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    • pp.93-103
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    • 2014
  • This paper deals with the problem of predicting censored data in a half triangle distribution with an unknown parameter based on progressively Type-II censored samples. We derive maximum likelihood predictors and some approximate maximum likelihood predictors of censored failure times in a progressively Type-II censoring scheme. In addition, we construct the shortest-length predictive intervals for censored failure times. Finally, Monte Carlo simulations are used to assess the validity of the proposed methods.

Estimation for the Half-Triangle Distribution Based on Progressively Type-II Censored Samples

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.3
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    • pp.951-957
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    • 2008
  • We derive some approximate maximum likelihood estimators(AMLEs) and maximum likelihood estimator(MLE) of the scale parameter in the half-triangle distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples. We also obtain the approximate maximum likelihood estimators of the reliability function using the proposed estimators. We compare the proposed estimators in the sense of the mean squared error.

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

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1319-1328
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    • 2006
  • For multiply Type-II censored samples from two-parameter Rayleigh distribution, the maximum likelihood method does not admit explicit solutions. In this case, we propose some explicit estimators of the location and scale parameters in the Rayleigh distribution by the approximate maximum likelihood methods. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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On Asymptotic Properties of a Maximum Likelihood Estimator of Stochastically Ordered Distribution Function

  • Oh, Myongsik
    • Communications for Statistical Applications and Methods
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    • v.20 no.3
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    • pp.185-191
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    • 2013
  • Kiefer (1961) studied asymptotic behavior of empirical distribution using the law of the iterated logarithm. Robertson and Wright (1974a) discussed whether this type of result would hold for a maximum likelihood estimator of a stochastically ordered distribution function; however, we show that this cannot be achieved. We provide only a partial answer to this problem. The result is applicable to both estimation and testing problems under the restriction of stochastic ordering.