Comparison Ridge regression method with some classical methods to estimate the parameters of Lomax distribution by simulation

Authors

  • نزار مصطفى الصراف
  • غفران اسماعيل كمال
  • وليد عبدالله ارحيمة

DOI:

https://doi.org/10.33095/jeas.v19i71.876

Keywords:

توزيع لوماكس- متوسط مربعات الخطأ- طرق التقدير- معلمة الشكل- معلمة القياس- تجارب المحاكاة- مضاعف لاكرانج., Lomax distribution- estimation method mean square error- shape parameter- location parameter- simulation experiments - Lagrange multiplier.

Abstract

Abstract

In this research provide theoretical aspects of one of the most important statistical distributions which it is Lomax, which has many applications in several areas, set of estimation methods was used(MLE,LSE,GWPM) and compare with (RRE) estimation method ,in order to find out best estimation method set of simulation experiment (36) with many replications  in order  to get mean square error and used it to make compare , simulation experiment  contrast with (estimation method, sample size ,value of location and shape parameter) results show that estimation method effected by simulation experiment factors and ability of using other estimation methods such as(Shrinkage, jackknife, kernel)  in order to find best estimators

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Published

2013-06-01

Issue

Section

Statistical Researches

How to Cite

“Comparison Ridge regression method with some classical methods to estimate the parameters of Lomax distribution by simulation” (2013) Journal of Economics and Administrative Sciences, 19(71), p. 351. doi:10.33095/jeas.v19i71.876.

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