Robust estimation of the location and the scale parameters of shifted Gompertz distribution
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Tarih
2018
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Univ Studi Salento
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this study, we consider the estimation of the location parameter mu and the scale parameter sigma of the shifted Gompertz distribution. We obtain the closed form estimators of these parameters by using the modified maximum likelihood methodology. We also compare the efficiencies of these estimators with the well-known and widely used least squares and maximum likelihood estimators via Monte-Carlo simulation study in terms of bias, mean square error and deficiency criteria. In addition, we evaluate the performances of the proposed estimators when the data set contains outliers or is contaminated. In other words, the robustness properties of the estimators are investigated. A real data set is analyzed to demonstrate the implementation of the estimation methods at the end of the study.
Açıklama
Anahtar Kelimeler
Shifted Gompertz distribution, Modified likelihood, Maximum likelihood, Least squares, Monte-Carlo simulation, Robustness
Kaynak
Electronic Journal of Applied Statistical Analysis
WoS Q Değeri
N/A
Scopus Q Değeri
Q3
Cilt
11
Sayı
1
