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estimation of exponential pareto parameters
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نویسنده
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ismail suhair khatan ,al-sabbah shrook a. s. ,moahammed shaima mahood ,nassif montazer mustafa ,ramadan eqbal qasim
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منبع
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international journal of nonlinear analysis and applications - 2022 - دوره : 13 - شماره : 1 - صفحه:2385 -2394
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چکیده
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In this paper, we simulated the methods of estimation of pareto exponential distribution parameters, using various experiments including default parameter values (0.5, 1, 5), sample sizes (10,250,100), and iterations (d = 1000). the maximum likelihood method and the standard bayes method were used with informative prior distribution (gamma distribution) and the non-information prior distribution (uniform distribution), and symmetric loss function (quadratic loss function), and asymmetric (general entropy loss function). the bayes method gave complex mathematical formulas that were solved by lindley approximation. the results of the simulation experiments showed the advantage of the standard bayes method in the information prior and the quadratic loss function.
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کلیدواژه
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exponential pareto distribution ,maximum likelihood ,standard bays method ,lindley approximation
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آدرس
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middle technical university, institute of administration al russafa, iraq, kerbala university, administration and economics college, department of statistics, iraq, university of misan, college of administration and economic, iraq, kerbala university, administration and economics college, department of statistics, iraq, kerbala university, administration and economics college, department of statistics, iraq
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پست الکترونیکی
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eqbalqassim@gmail.com
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Authors
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