A novel differential evolution algorithm approach for estimating the parameters of Gamma distribution: An application to the failure stresses of single carbon fibres

Aynur YONAR; Nimet YAPICI PEHLİVAN

doi:https://doi.org/10.15672/hujms.689381

Makale detayları

A novel differential evolution algorithm approach for estimating the parameters of Gamma distribution: An application to the failure stresses of single carbon fibres

Yazarlar:

Aynur YONAR | Nimet YAPICI PEHLİVAN

Yayıncı:

Hacettepe University

Ana Başlıklar:

Analiz

Dergi:

Hacettepe Journal of Mathematics and Statistics 2020 Vol.49 Issue 4, pp.1493-1514

Belge Tipi:

Makale

Yayın Tarihi:

8/2020

Belge Dili:

İngilizce

Document ID (Org No.):

2000451045

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X

DOI:

https://doi.org/10.15672/hujms.689381

Özet:

 

Three-parameter (3-p) Gamma distribution is widely used to model for skewed data in the reliability field. Thus, the problem of parameter estimation for the Gamma distribution has remained significant and interesting in all times. The maximum likelihood (ML) and the least square (LS) are the most popular methods in the parameter estimation. In this study, a novel Differential Evolution (DE) algorithm is proposed for the ML and LS estimation of the parameters of the 3-p Gamma distribution. This approach overcomes the problem of how to determine the search space of the DE by utilizing a new search space based on the confidence interval. The modified maximum likelihood and the profile likelihood methods are considered to constitute the confidence interval. In order to examine the performance of the proposed approach, an extensive Monte Carlo simulation study and a real data application are performed. The results show that this proposed approach is effective for estimating the parameters of the 3-p Gamma distribution with respect to mean square error and deficiency criteria.

Makale detayları

A novel differential evolution algorithm approach for estimating the parameters of Gamma distribution: An application to the failure stresses of single carbon fibres

Yazarlar: Aynur YONAR | Nimet YAPICI PEHLİVAN

Yayıncı: Hacettepe University

Ana Başlıklar: Analiz

Dergi: Hacettepe Journal of Mathematics and Statistics 2020 Vol.49 Issue 4, pp.1493-1514

Belge Tipi: Makale

Yayın Tarihi: 8/2020

Belge Dili: İngilizce

Document ID (Org No.): 2000451045

Sıklık: İki Aylık

eISSN: 2651-477X

pISSN: 2651-477X

DOI: https://doi.org/10.15672/hujms.689381

Sayı

Yazarlar:

Aynur YONAR | Nimet YAPICI PEHLİVAN

Yayıncı:

Hacettepe University

Ana Başlıklar:

Analiz

Dergi:

Hacettepe Journal of Mathematics and Statistics 2020 Vol.49 Issue 4, pp.1493-1514

Belge Tipi:

Makale

Yayın Tarihi:

8/2020

Belge Dili:

İngilizce

Document ID (Org No.):

2000451045

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X

DOI:

https://doi.org/10.15672/hujms.689381