Robust estimation of the location and the scale parameters of shifted Gompertz distribution

Aydin D., Akgul F. G., ŞENOĞLU B.

ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS, cilt.11, sa.1, ss.92-107, 2018 (ESCI) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 11 Sayı: 1
  • Basım Tarihi: 2018
  • Doi Numarası: 10.1285/i20705948v11n1p92
  • Dergi Adı: ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS
  • Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI), Scopus
  • Sayfa Sayıları: ss.92-107
  • Anahtar Kelimeler: Shifted Gompertz distribution, Modified likelihood, Maximum likelihood, Least squares, Monte-Carlo simulation, Robustness, WEIBULL DISTRIBUTION, MAXIMUM-LIKELIHOOD, DIFFUSION, MODEL, MOMENTS
  • Ankara Üniversitesi Adresli: Evet

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.