The objective of this study is to examine the properties of Bayes estimators of the shape parameter of the Power Function Distribution (PFD-I), by using two different prior distributions for the parameter θ and different loss functions that were compared with the maximum likelihood estimators. In many practical applications, we may have two different prior information about the prior distribution for the shape parameter of the Power Function Distribution, which influences the parameter estimation. So, we used two different kinds of conjugate priors of shape parameter θ of the Power Function Distribution (PFD-I) to estimate it. The conjugate prior function of the shape parameter θ was considered as a combination of two different prior distributions such as gamma distribution with Erlang distribution and Erlang distribution with exponential distribution and Erlang distribution with non-informative distribution and exponential distribution with the non-informative distribution. We derived Bayes estimators for shape parameter θ of the Power Function Distribution (PFD-I) according to different loss functions such as the squared error loss function (SELF), the weighted error loss function (WSELF) and modified linear exponential (MLINEX) loss function (MLF), with two different double priors. In addition to the classical estimation (maximum likelihood estimation). We used simulation to get the results of this study, for different cases of the shape parameter of the Power Function Distribution used to generate data for different samples sizes.
This study includes Estimating scale parameter, location parameter and reliability function for Extreme Value (EXV) distribution by two methods, namely: -
- Maximum Likelihood Method (MLE).
- Probability Weighted Moments Method (PWM).
Used simulations to generate the required samples to estimate the parameters and reliability function of different sizes(n=10,25,50,100) , and give real values for the parameters are and , replicate the simulation experiments (RP=1000)
... Show MoreIn this article, performing and deriving te probability density function for Rayleigh distribution is done by using ordinary least squares estimator method and Rank set estimator method. Then creating interval for scale parameter of Rayleigh distribution. Anew method using is used for fuzzy scale parameter. After that creating the survival and hazard functions for two ranking functions are conducted to show which one is beast.
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 MoreEstimation of the tail index parameter of a one - parameter Pareto model has wide important by the researchers because it has awide application in the econometrics science and reliability theorem.
Here we introduce anew estimator of "generalized median" type and compare it with the methods of Moments and Maximum likelihood by using the criteria, mean square error.
The estimator of generalized median type performing best over all.
Transforming the common normal distribution through the generated Kummer Beta model to the Kummer Beta Generalized Normal Distribution (KBGND) had been achieved. Then, estimating the distribution parameters and hazard function using the MLE method, and improving these estimations by employing the genetic algorithm. Simulation is used by assuming a number of models and different sample sizes. The main finding was that the common maximum likelihood (MLE) method is the best in estimating the parameters of the Kummer Beta Generalized Normal Distribution (KBGND) compared to the common maximum likelihood according to Mean Squares Error (MSE) and Mean squares Error Integral (IMSE) criteria in estimating the hazard function. While the pr
... Show MoreThis paper aims to decide the best parameter estimation methods for the parameters of the Gumbel type-I distribution under the type-II censorship scheme. For this purpose, classical and Bayesian parameter estimation procedures are considered. The maximum likelihood estimators are used for the classical parameter estimation procedure. The asymptotic distributions of these estimators are also derived. It is not possible to obtain explicit solutions of Bayesian estimators. Therefore, Markov Chain Monte Carlo, and Lindley techniques are taken into account to estimate the unknown parameters. In Bayesian analysis, it is very important to determine an appropriate combination of a prior distribution and a loss function. Therefore, two different
... Show MoreA comparison of double informative and non- informative priors assumed for the parameter of Rayleigh distribution is considered. Three different sets of double priors are included, for a single unknown parameter of Rayleigh distribution. We have assumed three double priors: the square root inverted gamma (SRIG) - the natural conjugate family of priors distribution, the square root inverted gamma – the non-informative distribution, and the natural conjugate family of priors - the non-informative distribution as double priors .The data is generating form three cases from Rayleigh distribution for different samples sizes (small, medium, and large). And Bayes estimators for the parameter is derived under a squared erro
... Show MoreSurvival analysis is one of the types of data analysis that describes the time period until the occurrence of an event of interest such as death or other events of importance in determining what will happen to the phenomenon studied. There may be more than one endpoint for the event, in which case it is called Competing risks. The purpose of this research is to apply the dynamic approach in the analysis of discrete survival time in order to estimate the effect of covariates over time, as well as modeling the nonlinear relationship between the covariates and the discrete hazard function through the use of the multinomial logistic model and the multivariate Cox model. For the purpose of conducting the estimation process for both the discrete
... Show MoreIn this research, several estimators concerning the estimation are introduced. These estimators are closely related to the hazard function by using one of the nonparametric methods namely the kernel function for censored data type with varying bandwidth and kernel boundary. Two types of bandwidth are used: local bandwidth and global bandwidth. Moreover, four types of boundary kernel are used namely: Rectangle, Epanechnikov, Biquadratic and Triquadratic and the proposed function was employed with all kernel functions. Two different simulation techniques are also used for two experiments to compare these estimators. In most of the cases, the results have proved that the local bandwidth is the best for all the
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