STATISTICAL INFERENCE FOR GEOMETRIC PROCESS WITH THE RAYLEIGH DISTRIBUTION
Yükleniyor...
Tarih
2019
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
The aim of this study is to investigate the solution of the statistical inference problem for the geometric process (GP) when the distribution of Örst occurrence time is assumed to be Rayleigh. Maximum likelihood (ML) estimators for the parameters of GP, where a and ? are the ratio parameter of GP and scale parameter of Rayleigh distribution, respectively, are obtained. In addition, we derive some important asymptotic properties of these estimators such as normality and consistency. Then we run some simulation studies by di§erent parameter values to compare the estimation performances of the obtained ML estimators with the non-parametric modiÖed moment (MM) estimators. The results of the simulation studies show that the obtained estimators are more e¢ cient than the MM estimators.
Açıklama
Anahtar Kelimeler
Kaynak
Communications Series A1: Mathematics and Statistics
WoS Q Değeri
N/A
Scopus Q Değeri
Cilt
68
Sayı
1
