Estimating the general exponential distribution parameters using the simulation method
DOI:
https://doi.org/10.33095/jeas.v16i57.1440Keywords:
تقدير معلمتي التوزيع الاسي العام باستخدام اسلوب المحاكاة, Estimating the general exponential distribution parameters using the simulation methodAbstract
The main aim of this paper is to study how the different estimators of the two unknown parameters (shape and scale parameter) of a generalized exponential distribution behave for different sample sizes and for different parameter values. In particular,
. Maximum Likelihood, Percentile and Ordinary Least Square estimators had been implemented for different sample sizes (small, medium, and large) and assumed several contrasts initial values for the two parameters. Two indicators of performance Mean Square Error and Mean Percentile Error were used and the comparisons were carried out between different methods of estimation by using monte carlo simulation technique .. It was observed from the results that the PCE method had a better performance than the other methods for different sample sizes.
Downloads
Published
Issue
Section
License
Articles submitted to the journal should not have been published before in their current or substantially similar form or be under consideration for publication with another journal. Please see JEAS originality guidelines for details. Use this in conjunction with the points below about references, before submission i.e. always attribute clearly using either indented text or quote marks as well as making use of the preferred Harvard style of formatting. Authors submitting articles for publication warrant that the work is not an infringement of any existing copyright and will indemnify the publisher against any breach of such warranty. For ease of dissemination and to ensure proper policing of use, papers and contributions become the legal copyright of the publisher unless otherwise agreed.
The editor may make use of Turnitin software for checking the originality of submissions received.
How to Cite
