Statistical Inference for Alpha-Series Process with the Generalized Rayleigh Distribution

dc.contributor.authorBicer, Hayrinisa Demirci
dc.date.accessioned2020-06-25T18:34:05Z
dc.date.available2020-06-25T18:34:05Z
dc.date.issued2019
dc.departmentKırıkkale Üniversitesi
dc.description.abstractIn the modeling of successive arrival times with a monotone trend, the alpha-series process provides quite successful results. Both selecting the distribution of the first arrival time and making an optimal statistical inference play a crucial role in the modeling performance of the alpha-series process. In this study, when the distribution of the first arrival time is the generalized Rayleigh, the problem of statistical inference for the alpha, beta, and gamma parameters of the alpha-series process is considered. Further, in order to obtain optimal modeling performance from the mentioned alpha-series process, various estimators for the model parameters are obtained by employing different estimation methodologies such as maximum likelihood, modified maximum spacing, modified least-squares, modified moments, and modified L-moments. By a series of Monte Carlo simulations, the estimation efficiencies of the obtained estimators are evaluated through the different sample sizes. Finally, two real datasets are analyzed to illustrate the importance of modeling with the alpha-series process.en_US
dc.identifier.citationDemirci Biçer H. Statistical Inference for Alpha-Series Process with the Generalized Rayleigh Distribution. Entropy. 2019; 21(5):451.en_US
dc.identifier.doi10.3390/e21050451
dc.identifier.issn1099-4300
dc.identifier.issue5en_US
dc.identifier.pmid33267165
dc.identifier.scopus2-s2.0-85066605828
dc.identifier.scopusqualityQ1
dc.identifier.urihttps://doi.org/10.3390/e21050451
dc.identifier.urihttps://hdl.handle.net/20.500.12587/7789
dc.identifier.volume21en_US
dc.identifier.wosWOS:000472675900015
dc.identifier.wosqualityQ2
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.indekslendigikaynakPubMed
dc.language.isoen
dc.publisherMdpien_US
dc.relation.ispartofEntropy
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectalpha-series processen_US
dc.subjectgeometric processen_US
dc.subjectmaximum likelihood estimateen_US
dc.subjectmodified maximum spacing estimateen_US
dc.subjectmodified least-squares estimateen_US
dc.titleStatistical Inference for Alpha-Series Process with the Generalized Rayleigh Distributionen_US
dc.typeArticle

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