مقارنة مقدر بيز مع طريقة الامكان الاعظم لتقدير معلمتي معكوس التوزيع الاسي المعمم في حالة ضبابية البيانات

Authors

  • Qutaiba Naief Nayef Al-Kazaz
  • Hawraa J. Kadhim Al-Saadi

DOI:

https://doi.org/10.33095/jeas.v23i101.199

Keywords:

طريقة نيوتن رافسون، خوارزمية Metropolis-Hasting ، الاعداد الضبابية الثلاثية، طريقة النقطة الوسطى, Newton-Raphson method; Metropolis-Hasting algorithm; triangular fuzzy numbers; centroid method

Abstract

In this paper, the generalized inverted exponential distribution is considered as one of the most important distributions in studying failure times. A shape and scale parameters of the distribution have been estimated after removing the fuzziness that characterizes its data because they are triangular fuzzy numbers. To convert the fuzzy data to crisp data the researcher has used the centroid method. Hence the studied distribution has two parameters which show a difficulty in separating and estimating them directly of the MLE method. The Newton-Raphson method has been used.

For the Bayesian method, the gamma distribution has been proposed as a prior distribution for the two parameters with a quadratic loss function and by using Metropolis-Hasting algorithm to find the Bayesian parameters estimators. Different samples have been generated to represent the population under study by using simulation approach. After estimating the parameters, the results of the two methods have been compared according to the Mean Squared Error measurement. And the researcher concluded that the best estimation method is the MLE followed by the Bayesian.

 

Downloads

Download data is not yet available.

Published

2017-12-01

Issue

Section

Statistical Researches

How to Cite

“مقارنة مقدر بيز مع طريقة الامكان الاعظم لتقدير معلمتي معكوس التوزيع الاسي المعمم في حالة ضبابية البيانات” (2017) Journal of Economics and Administrative Sciences, 23(101). doi:10.33095/jeas.v23i101.199.

Similar Articles

1-10 of 704

You may also start an advanced similarity search for this article.