用序统计量估计参数的分布和估计

IF 1.6 Q1 STATISTICS & PROBABILITY
M. Irshad, R. Maya, Sasikumar Arun
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引用次数: 1

摘要

在这项工作中,我们考虑了一个寿命分布,即Muth分布,并指出了它作为一个很好的模型来研究所考虑的变量的随机性质的实例。对于已知形状参数的一些值,我们基于序统计量导出了Muth分布尺度参数的最佳线性无偏估计量(BLUE)。以序统计量的最佳线性函数为核,进一步用u统计量估计了Muth分布的尺度参数。与通常的无偏估计器相比,BLUE的效率也得到了评估。并举例说明了u统计估计方法与经典极大似然估计方法的性能。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Muth Distribution and Estimation of a Parameter Using Order Statistics
In this work, we have considered a lifetime distribution namely Muth distribution and pointed out instances where it appears as a good model to study the stochastic nature of the variable under consideration. We have derived the best linear unbiased estimator (BLUE) of the scale parameter of the Muth distribution based on order statistics for some known values of the shape parameter.We have further estimated the scale parameter of Muth distribution by U-statistics  based on best linear functions of order statistics as kernels. The efficiency of the BLUE relative to the usual unbiased estimator has been also evaluated. An illustration describing the performance of U-statistics estimation method when compared with the classical maximum likelihood method is also given.
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来源期刊
Statistica
Statistica STATISTICS & PROBABILITY-
CiteScore
1.70
自引率
0.00%
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0
审稿时长
10 weeks
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