Inference for the Kumaraswamy distribution under k-record values

被引:2
|
作者
Wang, Liang [1 ]
机构
[1] Xidian Univ, Dept Math, Xian 710071, Peoples R China
基金
中国国家自然科学基金;
关键词
Kumaraswamy distribution; k-records; Pivotal quantities; Maximum likelihood estimation; Optimal confidence sets; Nonlinear programming; INTERVAL ESTIMATION; PARAMETERS;
D O I
10.1016/j.cam.2017.02.037
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Based on the k-record values, inference is considered for the parameters of the Kumaraswamy distribution. The maximum likelihood estimates and alternative point estimates based on proposed pivotal quantities are provided for the unknown model parameters, and series of exact confidence intervals and exact confidence regions are constructed as well. For the confidence intervals and regions, the corresponding smallest size confidence sets and their optimization procedures are presented based on minimizing the Lagrangian functions under given significance level. Two illustrative examples based on real and simulated data are provided to assess the performance of the proposed results. (C) 2017 Elsevier B.V. All rights reserved.
引用
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页码:246 / 260
页数:15
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