ROBUST PARAMETER ESTIMATION FOR THE MARSHALL-OLKIN EXTENDED BURR XII DISTRIBUTION

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Atıf İçin Kopyala

GÜNEY Y., ARSLAN O.

COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS, cilt.66, sa.2, ss.141-161, 2017 (ESCI)

• Yayın Türü: Makale / Tam Makale
• Cilt numarası: 66 Sayı: 2
• Basım Tarihi: 2017
• Doi Numarası: 10.1501/commua1_0000000808
• Dergi Adı: COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS
• Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI), TR DİZİN (ULAKBİM)
• Sayfa Sayıları: ss.141-161
• Anahtar Kelimeler: Marshall-Olkin extended Burr XII (MOEBXII) distribution, robust estimator, maximum likelihood estimator, least squares estimator, FAILURE MODEL, LOCATION
• Ankara Üniversitesi Adresli: Evet

Özet

In this paper, we consider the parameter estimation of the Marshall Olkin extended Burr XII (MOEBXII) distribution, which is a generalization of the Burr XII distribution. For the estimation of the parameters in the MOEBXII, maximum likelihood (ML) is available. However, this is not robust estimator. In this paper we proposed a robust estimator based on M estimation method to estimate the parameters of the MOEBXII distribution. We perform a small simulation study to illustrate the performance of proposed method. We also reanalyze two data sets to asses the capability of the robust estimators over the ML and LS estimators.