Comparison Ridge regression method with some classical methods to estimate the parameters of Lomax distribution by simulation
DOI:
https://doi.org/10.33095/jeas.v19i71.876Keywords:
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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