基于自适应渐进式ii型滤波方案的逻辑逻辑分布推理

IF 0.1 Q4 MATHEMATICS
Maha F. Sewailem, A. Baklizi
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引用次数: 9

摘要

摘要本研究的主要目的是探索和研究最大似然(ML)估计和贝叶斯方法来估计对数逻辑分布的参数,并基于自适应渐进II型截尾数据计算参数和生存函数的近似区间。概率分布参数的ML估计量是通过Newton–Raphson方法获得的。使用delta方法计算可靠性函数的近似置信区间。使用马尔可夫链蒙特卡罗(MCMC)方法构造了基于平方误差损失函数(SELF)的贝叶斯估计量,以及使用贝叶斯方法的未知参数和生存函数的近似可信区间。基于均方误差、偏差、覆盖概率和预期长度估计标准,对不同情况下提出的方法进行了蒙特卡洛研究。贝叶斯方法似乎比估计对数逻辑模型参数的可能性更好。其中包括一个对真实数据的应用程序。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Inference for the log-logistic distribution based on an adaptive progressive type-II censoring scheme
Abstract The primary aim of this study is to explore and investigate the maximum likelihood (ML) estimation and the Bayesian approach to estimating the parameters of log-logistic distribution and to calculate the approximate intervals for the parameters and the survival function based on adaptive progressive type-II censored data. The ML estimators of the parameters of the probability distribution were obtained via the Newton–Raphson Method. The approximate confidence intervals for the reliability function were calculated using the delta method. The Bayes estimators based on squared error loss function (SELF) and the approximate credible intervals for the unknown parameters and the survival function using the Bayesian approach were constructed using the Markov Chain Monte Carlo (MCMC) method. A Monte Carlo study was performed to examine the proposed methods under different situations, based on mean-squared error, bias, coverage probability, and expected length-estimated criteria. The Bayesian approach appears to be better than the likelihood for estimating the log-logistic model parameters. An application to real data was included.
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