• Title/Summary/Keyword: maximum likelihood estimators

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

  • Kang, Suk-Bok;Han, Jun-Tae;Park, Sun-Mi
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.10a
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    • pp.125-133
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    • 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.

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Estimation for Two-Parameter Generalized Exponential Distribution Based on Records

  • Kang, Suk Bok;Seo, Jung In;Kim, Yongku
    • Communications for Statistical Applications and Methods
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    • v.20 no.1
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    • pp.29-39
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    • 2013
  • This paper derives maximum likelihood estimators (MLEs) and some approximate MLEs (AMLEs) of unknown parameters of the generalized exponential distribution when data are lower record values. We derive approximate Bayes estimators through importance sampling and obtain corresponding Bayes predictive intervals for unknown parameters for lower record values from the generalized exponential distribution. For illustrative purposes, we examine the validity of the proposed estimation method by using real and simulated data.

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
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    • v.15 no.3
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    • pp.593-603
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    • 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.

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

  • Han, Jun-Tae;Kang, Suk-Bok
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.183-195
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    • 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.

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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
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    • v.16 no.1
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    • pp.115-126
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    • 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.

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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
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    • v.16 no.1
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    • pp.145-156
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    • 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.

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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
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    • v.17 no.3
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    • pp.933-943
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    • 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.

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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
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    • v.15 no.3
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    • pp.367-378
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    • 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.

Reliability Estimation in an Exponentiated Logistic Distribution under Multiply Type-II Censoring

  • Han, Jun-Tae;Kang, Suk-Bok;Cho, Young-Seuk
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.4
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    • pp.1081-1091
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    • 2007
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter in an exponentiated logistic 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. We also propose and compare the estimators of the reliability function by using the proposed estimators of the parameters.

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Estimation for the extreme value distribution under progressive Type-I interval censoring

  • Nam, Sol-Ji;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.643-653
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    • 2014
  • In this paper, we propose some estimators for the extreme value distribution based on the interval method and mid-point approximation method from the progressive Type-I interval censored sample. Because log-likelihood function is a non-linear function, we use a Taylor series expansion to derive approximate likelihood equations. We compare the proposed estimators in terms of the mean squared error by using the Monte Carlo simulation.