对数柯西分布参数估计的一种替代方法

Q3 Mathematics

WSEAS Transactions on Mathematics Pub Date : 2023-02-23 DOI:10.37394/23206.2023.22.18

Mohammad A. Amleh, Ahmad Al-Natoor, Baha' Abughazaleh

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引用次数: 0

摘要

本文讨论了超重尾分布族中log Cauchy分布的位置和尺度参数的估计问题。我们考虑了几种估计方法，包括新的百分位数方法、最大似然估计和稳健估计。通过蒙特卡洛模拟实验对所提出的估计方法进行了比较。此外，我们通过一个真实的例子来说明估计方法。

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An Alternative Method for Estimating the Parameters of Log-Cauchy Distribution

In this paper, we discuss the estimation problem of the location and scale parameters of the log-Cauchy distribution, a member of the super heavy-tailed distributions family. We consider several methods of estimation, including a new percentile method, maximum likelihood estimation and robust estimators. A Monte Carlo simulation experiment is conducted to compare the proposed estimation methods. Further, we illustrate the estimation methods via a real life example.

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来源期刊

WSEAS Transactions on Mathematics Mathematics-Discrete Mathematics and Combinatorics

CiteScore

1.30

自引率

0.00%

发文量

期刊介绍： WSEAS Transactions on Mathematics publishes original research papers relating to applied and theoretical mathematics. We aim to bring important work to a wide international audience and therefore only publish papers of exceptional scientific value that advance our understanding of these particular areas. The research presented must transcend the limits of case studies, while both experimental and theoretical studies are accepted. It is a multi-disciplinary journal and therefore its content mirrors the diverse interests and approaches of scholars involved with linear algebra, numerical analysis, differential equations, statistics and related areas. We also welcome scholarly contributions from officials with government agencies, international agencies, and non-governmental organizations.