This Research Tries To Investigate The Problem Of Estimating The Reliability Of Two Parameter Weibull Distribution,By Using Maximum Likelihood Method, And White Method. The Comparison Is done Through Simulation Process Depending On Three Choices Of Models (?=0.8 , ß=0.9) , (?=1.2 , ß=1.5) and (?=2.5 , ß=2). And Sample Size n=10 , 70, 150 We Use the Statistical Criterion Based On the Mean Square Error (MSE) For Comparison Amongst The Methods.
The present paper concern with minimax shrinkage estimator technique in order to estimate Burr X distribution shape parameter, when prior information about the real shape obtainable as original estimate while known scale parameter.
Derivation for Bias Ratio, Mean squared error and the Relative Efficiency equations.
Numerical results and conclusions for the expressions mentioned above were displayed. Comparisons for proposed estimator with most recent works were made.
The aim of this study is to estimate the parameters and reliability function for kumaraswamy distribution of this two positive parameter (a,b > 0), which is a continuous probability that has many characterstics with the beta distribution with extra advantages.
The shape of the function for this distribution and the most important characterstics are explained and estimated the two parameter (a,b) and the reliability function for this distribution by using the maximum likelihood method (MLE) and Bayes methods. simulation experiments are conducts to explain the behaviour of the estimation methods for different sizes depending on the mean squared error criterion the results show that the Bayes is bet
... Show MoreIn probability theory generalizing distribution is an important area. Several distributions are inappropriate for data modeling, either symmetrical, semi-symmetrical, or heavily skewed. In this paper, a new compound distribution with four parameters called Marshall Olkin Marshall Olkin Weibull (MOMOWe) is introduced. Several important statistical properties of new distribution were studied and examined. The estimation of unknown four parameters was carried out according to the maximum likelihood estimation method. The flexibility of MOMOWe distribution is demonstrated by the adoption of two real datasets (semi-symmetric and right-skewed) with different information fitting criteria. Su
Gumbel distribution was dealt with great care by researchers and statisticians. There are traditional methods to estimate two parameters of Gumbel distribution known as Maximum Likelihood, the Method of Moments and recently the method of re-sampling called (Jackknife). However, these methods suffer from some mathematical difficulties in solving them analytically. Accordingly, there are other non-traditional methods, like the principle of the nearest neighbors, used in computer science especially, artificial intelligence algorithms, including the genetic algorithm, the artificial neural network algorithm, and others that may to be classified as meta-heuristic methods. Moreover, this principle of nearest neighbors has useful statistical featu
... Show MoreThis paper uses classical and shrinkage estimators to estimate the system reliability (R) in the stress-strength model when the stress and strength follow the Inverse Chen distribution (ICD). The comparisons of the proposed estimators have been presented using a simulation that depends on the mean squared error (MSE) criteria.
This paper is interested in comparing the performance of the traditional methods to estimate parameter of exponential distribution (Maximum Likelihood Estimator, Uniformly Minimum Variance Unbiased Estimator) and the Bayes Estimator in the case of data to meet the requirement of exponential distribution and in the case away from the distribution due to the presence of outliers (contaminated values). Through the employment of simulation (Monte Carlo method) and the adoption of the mean square error (MSE) as criterion of statistical comparison between the performance of the three estimators for different sample sizes ranged between small, medium and large (n=5,10,25,50,100) and different cases (wit
... Show MoreIn this paper, Bayes estimators of Poisson distribution have been derived by using two loss functions: the squared error loss function and the proposed exponential loss function in this study, based on different priors classified as the two different informative prior distributions represented by erlang and inverse levy prior distributions and non-informative prior for the shape parameter of Poisson distribution. The maximum likelihood estimator (MLE) of the Poisson distribution has also been derived. A simulation study has been fulfilled to compare the accuracy of the Bayes estimates with the corresponding maximum likelihood estimate (MLE) of the Poisson distribution based on the root mean squared error (RMSE) for different cases of the
... Show MoreIn this study, we used Bayesian method to estimate scale parameter for the normal distribution. By considering three different prior distributions such as the square root inverted gamma (SRIG) distribution and the non-informative prior distribution and the natural conjugate family of priors. The Bayesian estimation based on squared error loss function, and compared it with the classical estimation methods to estimate the scale parameter for the normal distribution, such as the maximum likelihood estimation and th
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