In this paper, some estimators of the unknown shape parameter and reliability function of Basic Gompertz distribution (BGD) have been obtained, such as MLE, UMVUE, and MINMSE, in addition to estimating Bayesian estimators under Scale invariant squared error loss function assuming informative prior represented by Gamma distribution and non-informative prior by using Jefferys prior. Using Monte Carlo simulation method, these estimators of the shape parameter and R(t), have been compared based on mean squared errors and integrated mean squared, respectively
Methods of estimating statistical distribution have attracted many researchers when it comes to fitting a specific distribution to data. However, when the data belong to more than one component, a popular distribution cannot be fitted to such data. To tackle this issue, mixture models are fitted by choosing the correct number of components that represent the data. This can be obvious in lifetime processes that are involved in a wide range of engineering applications as well as biological systems. In this paper, we introduce an application of estimating a finite mixture of Inverse Rayleigh distribution by the use of the Bayesian framework when considering the model as Markov chain Monte Carlo (MCMC). We employed the Gibbs sampler and
... Show MoreIn this paper an estimator of reliability function for the pareto dist. Of the first kind has been derived and then a simulation approach by Monte-Calro method was made to compare the Bayers estimator of reliability function and the maximum likelihood estimator for this function. It has been found that the Bayes. estimator was better than maximum likelihood estimator for all sample sizes using Integral mean square error(IMSE).
The experiences in the life are considered important for many fields, such as industry, medical and others. In literature, researchers are focused on flexible lifetime distribution.
In this paper, some Bayesian estimators for the unknown scale parameter of Inverse Rayleigh Distribution have been obtained, of different two loss functions, represented by Suggested and Generalized loss function based on Non-Informative prior using Jeffery's and informative prior represented by Exponential distribution. The performance of estimators is compared empirically with Maximum Likelihood estimator, Using Monte Carlo Simulation depending on the Mean Square Error (MSE). Generally, the preference of Bayesian method of Suggeste
... Show MoreThe stress(Y) – strength(X) model reliability Bayesian estimation which defines life of a component with strength X and stress Y (the component fails if and only if at any time the applied stress is greater than its strength) has been studied, then the reliability; R=P(Y<X), can be considered as a measure of the component performance. In this paper, a Bayesian analysis has been considered for R when the two variables X and Y are independent Weibull random variables with common parameter α in order to study the effect of each of the two different scale parameters β and λ; respectively, using three different [weighted, quadratic and entropy] loss functions under two different prior functions [Gamma and extension of Jeffery
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We have presented the distribution of the exponentiated expanded power function (EEPF) with four parameters, where this distribution was created by the exponentiated expanded method created by the scientist Gupta to expand the exponential distribution by adding a new shape parameter to the cumulative function of the distribution, resulting in a new distribution, and this method is characterized by obtaining a distribution that belongs for the exponential family. We also obtained a function of survival rate and failure rate for this distribution, where some mathematical properties were derived, then we used the method of maximum likelihood (ML) and method least squares developed (LSD)
... Show MoreIn this paper, point estimation for parameter ? of Maxwell-Boltzmann distribution has been investigated by using simulation technique, to estimate the parameter by two sections methods; the first section includes Non-Bayesian estimation methods, such as (Maximum Likelihood estimator method, and Moment estimator method), while the second section includes standard Bayesian estimation method, using two different priors (Inverse Chi-Square and Jeffrey) such as (standard Bayes estimator, and Bayes estimator based on Jeffrey's prior). Comparisons among these methods were made by employing mean square error measure. Simulation technique for different sample sizes has been used to compare between these methods.
In this paper, we derived an estimators and parameters of Reliability and Hazard function of new mix distribution ( Rayleigh- Logarithmic) with two parameters and increasing failure rate using Bayes Method with Square Error Loss function and Jeffery and conditional probability random variable of observation. The main objective of this study is to find the efficiency of the derived of Bayesian estimator compared to the to the Maximum Likelihood of this function using Simulation technique by Monte Carlo method under different Rayleigh- Logarithmic parameter and sample sizes. The consequences have shown that Bayes estimator has been more efficient than the maximum likelihood estimator in all sample sizes with application
Abstract
The Phenomenon of Extremism of Values (Maximum or Rare Value) an important phenomenon is the use of two techniques of sampling techniques to deal with this Extremism: the technique of the peak sample and the maximum annual sampling technique (AM) (Extreme values, Gumbel) for sample (AM) and (general Pareto, exponential) distribution of the POT sample. The cross-entropy algorithm was applied in two of its methods to the first estimate using the statistical order and the second using the statistical order and likelihood ratio. The third method is proposed by the researcher. The MSE comparison coefficient of the estimated parameters and the probability density function for each of the distributions were
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The Non - Homogeneous Poisson process is considered as one of the statistical subjects which had an importance in other sciences and a large application in different areas as waiting raws and rectifiable systems method , computer and communication systems and the theory of reliability and many other, also it used in modeling the phenomenon that occurred by unfixed way over time (all events that changed by time).
This research deals with some of the basic concepts that are related to the Non - Homogeneous Poisson process , This research carried out two models of the Non - Homogeneous Poisson process which are the power law model , and Musa –okumto , to estimate th
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