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Estimation of exponential Pareto parameters | ||
International Journal of Nonlinear Analysis and Applications | ||
مقاله 198، دوره 13، شماره 1، خرداد 2022، صفحه 2385-2394 اصل مقاله (422.32 K) | ||
نوع مقاله: Research Paper | ||
شناسه دیجیتال (DOI): 10.22075/ijnaa.2022.5936 | ||
نویسندگان | ||
Suhair Khatan Ismail* 1؛ Shrook A. S. AL-Sabbah2؛ Shaima Mahood Moahammed3؛ Montazer Mustafa Nassif2؛ Eqbal Qasim Ramadan2 | ||
1Middle Technical University, Institute of Administration Al Russafa, Baghdad, Iraq | ||
2Department of Statistics, Administration and Economics College, Kerbala University, Iraq | ||
3University of Misan, College of Administration and Economic, Misan, Iraq | ||
تاریخ دریافت: 11 آبان 1400، تاریخ بازنگری: 29 آبان 1400، تاریخ پذیرش: 14 آذر 1400 | ||
چکیده | ||
In this paper, we simulated the methods of estimation of Pareto exponential distribution parameters, using various experiments including default parameter values (0.5, 1, 5), sample sizes (10,250,100), and Iterations (D = 1000). The Maximum likelihood method and the standard Bayes method were used with informative prior distribution (Gamma distribution) and the non-information prior distribution (Uniform distribution), and symmetric loss function (quadratic loss function), and asymmetric (General Entropy loss function). The Bayes method gave complex mathematical formulas that were solved by Lindley approximation. The results of the simulation experiments showed the advantage of the standard Bayes method in the information prior and the quadratic loss function. | ||
کلیدواژهها | ||
exponential Pareto distribution؛ maximum likelihood؛ standard Bays method؛ Lindley approximation | ||
مراجع | ||
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