APPLICATION OF MML METHODOLOGY TO AN α–SERIES PROCESS WITH WEIBULL DISTRIBUTION

Halil AYDOGDU; Birdal SENOGLU; Mahmut KARA

Makale detayları

APPLICATION OF MML METHODOLOGY TO AN α–SERIES PROCESS WITH WEIBULL DISTRIBUTION

Yazarlar:

Halil AYDOGDU | Birdal SENOGLU | Mahmut KARA

Yayıncı:

Hacettepe University

Ana Başlıklar:

Analiz

Dergi:

Hacettepe Journal of Mathematics and Statistics 2010 Vol.39 Issue 3, pp.449-460

Belge Tipi:

Makale

Yayın Tarihi:

2/2010

Belge Dili:

İngilizce

Document ID (Org No.):

2000453702

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X

Özet:

 

In an α-series process, explicit estimators of the parameters α, µ and σ 2 are obtained by using the methodology of modified maximum likelihood (MML) when the distribution of the first occurrence time of an event is assumed to be Weibull. Monte Carlo simulations are performed to compare the efficiencies of the MML estimators with the corresponding nonparametric (NP) estimators. We also apply the MML methodology to two real life data sets to show the performance of the MML estimators compared to the NP estimators.

Makale detayları

APPLICATION OF MML METHODOLOGY TO AN α–SERIES PROCESS WITH WEIBULL DISTRIBUTION

Yazarlar: Halil AYDOGDU | Birdal SENOGLU | Mahmut KARA

Yayıncı: Hacettepe University

Ana Başlıklar: Analiz

Dergi: Hacettepe Journal of Mathematics and Statistics 2010 Vol.39 Issue 3, pp.449-460

Belge Tipi: Makale

Yayın Tarihi: 2/2010

Belge Dili: İngilizce

Document ID (Org No.): 2000453702

Sıklık: İki Aylık

eISSN: 2651-477X

pISSN: 2651-477X

Sayı

Yazarlar:

Halil AYDOGDU | Birdal SENOGLU | Mahmut KARA

Yayıncı:

Hacettepe University

Ana Başlıklar:

Analiz

Dergi:

Hacettepe Journal of Mathematics and Statistics 2010 Vol.39 Issue 3, pp.449-460

Belge Tipi:

Makale

Yayın Tarihi:

2/2010

Belge Dili:

İngilizce

Document ID (Org No.):

2000453702

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X