COMPARISON OF ESTIMATION METHODS FOR THE KUMARASWAMY WEIBULL DISTRIBUTION

被引:0
|
作者
Ergenc, Cansu [1 ]
Senoglu, Birdal [2 ]
机构
[1] Ankara Yildirim Beyazit Univ, Dept Finance & Banking, TR-06760 Ankara, Turkiye
[2] Ankara Univ, Dept Stat, TR-06100 Ankara, Turkiye
关键词
KwWeibull distribution; Weibull distribution; estimation methods; Monte Carlo simulation; efficiency; PARAMETER; FAMILY; MODEL;
D O I
10.31801/cfsuasmas.1086966
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this study, the performances of the different parameter esti-mation methods are compared for the Kumaraswamy Weibull distribution via Monte Carlo simulation study. Maximum Likelihood (ML), Least Squares (LS), Weighted Least Squares (WLS), Cramer-von Mises (CM) and Anderson Darling (AD) methods are used in the comparisons. The results of the Monte Carlo simulation study demonstrate that ML estimators for the parameters of the Kumaraswamy Weibull distribution are more efficient than the other estimators. It is followed by AD estimator. At the end of the study, a real data set taken from the literature is used to illustrate the applicability of the Kumaraswamy Weibull distribution.
引用
收藏
页码:1 / 21
页数:21
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