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An experimental comparison of popular estimation methods for the Weibull, gamma and Gompertz distributions

An experimental comparison of popular estimation ...

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dc.contributor.author Żerda, Iwona [USOS14375] pl
dc.date.accessioned 2019-04-17T13:02:10Z
dc.date.available 2019-04-17T13:02:10Z
dc.date.issued 2011 pl
dc.identifier.issn 1732-3916 pl
dc.identifier.uri https://ruj.uj.edu.pl/xmlui/handle/item/73406
dc.language eng pl
dc.rights Dozwolony użytek utworów chronionych *
dc.rights.uri http://ruj.uj.edu.pl/4dspace/License/copyright/licencja_copyright.pdf *
dc.title An experimental comparison of popular estimation methods for the Weibull, gamma and Gompertz distributions pl
dc.type JournalArticle pl
dc.description.physical 67-82 pl
dc.abstract.en The aim of this study was to describe some parametric estimation methods for the Weibull, gamma and Gompertz distributions and to identify among them estimators the most efficient in practical applications. Techniques which are considered as traditional methods, like the maximum likelihood (MLE) and the method of moments (MM) estimation but also some newer and less commonly used techniques like the Lmoment estimator (LME), least-square estimator (LSE), generalized spacing estimator (GSE) and percentile estimator (PE) were presented. The application of each method was demonstrated in a simulation study using data sets generated for different distribution parameters and sample sizes. Discussed estimators were compared in terms of their efficiency and bias measured by mean-square errors (MSE) based on the simulations results. pl
dc.subject.en parameter estimation pl
dc.subject.en Weibull distribution pl
dc.subject.en gamma distribution pl
dc.subject.en Gompertz distribution pl
dc.subject.en MSE pl
dc.description.volume 20 pl
dc.description.publication 0,9 pl
dc.identifier.doi 10.4467/20838476SI.11.003.0289 pl
dc.identifier.eissn 2083-8476 pl
dc.title.journal Schedae Informaticae pl
dc.language.container eng pl
dc.affiliation Wydział Matematyki i Informatyki pl
dc.subtype Article pl
dc.rights.original OTHER; otwarte czasopismo; ostateczna wersja wydawcy; w momencie opublikowania; 0 pl
dc.identifier.project ROD UJ / OP pl
.pointsMNiSW [2011 B]: 6


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