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Title

METHODS FOR ESTIMATING THE PARAMETERS OF THE POWER FUNCTION DISTRIBUTION.

Keywords

Power function distributions, parameter estimation, least squares method, relative least squares, ridge regression, Monte Carlo study, total deviation, mean square error.

Description

In this paper, we present some methods for estimating the parameters of the two parameter Power function distribution. We used the least squares method (LSM), relative least squares method (RELS) and ridge regression method (RR). Sampling behavior of the estimates is indicated by a Monte Carlo simulation. The objective of identifying the best estimator amongst them we use the Total Deviation (T.D) and Mean Square Error (M.S.E) as performance index. We determined the best method for estimation using different values for the parameters and different sample sizes.


Date

2013-10-21

Identifier


Source

Pakistan Journal of Statistics and Operation Research; Vol. 9 No. 2, 2013



Print ISSN: 1816-2711 | Electronic ISSN: 2220-5810