• Title/Summary/Keyword: Approximate maximum likelihood estimators

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Estimation on the Generalized Half Logistic Distribution under Type-II Hybrid Censoring

  • Seo, Jung-In;Kim, Yongku;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.20 no.1
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    • pp.63-75
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    • 2013
  • In this paper, we derive maximum likelihood estimators (MLEs) and approximate maximum likelihood estimators (AMLEs) of unknown parameters in a generalized half logistic distribution under Type-II hybrid censoring. We also obtain approximate confidence intervals using asymptotic variance and covariance matrices based on the MLEs and the AMLEs. As an illustration, we examine the validity of the proposed estimation using real data. Finally, we compare the proposed estimators in the sense of the mean squared error (MSE), bias, and length of the approximate confidence interval through a Monte Carlo simulation for various censoring schemes.

Estimation for the Triangular Distribution under Progressive Type-II Censoring

  • Kang, Suk-Bok;Han, Jun-Tae;Jung, Won-Tae
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.765-774
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    • 2008
  • In this paper, we derive the approximate maximum likelihood estimators(AMLEs) and maximum likelihood estimator of the scale parameter in a triangular distribution based on progressive Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error through Monte Carlo simulation for various progressive censoring schemes.

Estimation for Two-Parameter Rayleigh Distribution Based on Multiply Type-II Censored Sample

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1319-1328
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    • 2006
  • For multiply Type-II censored samples from two-parameter Rayleigh distribution, the maximum likelihood method does not admit explicit solutions. In this case, we propose some explicit estimators of the location and scale parameters in the Rayleigh distribution by the approximate maximum likelihood methods. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation in an Exponentiated Half Logistic Distribution under Progressively Type-II Censoring

  • Kang, Suk-Bok;Seo, Jung-In
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.657-666
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    • 2011
  • In this paper, we derive the maximum likelihood estimator(MLE) and some approximate maximum likelihood estimators(AMLEs) of the scale parameter in an exponentiated half logistic distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error(MSE) through a Monte Carlo simulation for various censoring schemes. We also obtain the AMLEs of the reliability function.

Estimation for the Power Function Distribution Based on Type- II Censored Samples

  • Kang, Suk-Bok;Jung, Won-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1335-1344
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    • 2008
  • The maximum likelihood method does not admit explicit solutions when the sample is multiply censored and progressive censored. So we shall propose some approximate maximum likelihood estimators (AMLEs) of the scale parameter for the power function distribution based on multiply Type-II censored samples and progressive Type-II censored samples when shape parameter is known. We compare the proposed estimators in the sense of the mean squared error (MSE) through Monte Carlo simulation for various censoring schemes.

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Estimation in a Half-Triangle Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.793-801
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    • 2007
  • For multiply Type-II censored samples from a half-triangle distribution, the maximum likelihood method does not admit explicit solutions. In this case, we propose some explicit estimators of the location parameter in the half-triangle distribution by the approximate maximum likelihood methods. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation for the scale parameter of Weibull Distribution Based on Multiply Censored Samples

  • Han, Jun-Tae;Kang, Suk-Bok;Lee, Hwa-Jung
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.04a
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    • pp.83-90
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    • 2004
  • We consider the problem of estimating the scale parameter of the Weibull distribution based on multiply Type-II censord samples. We propose some estimators by using the approximate maximum likelihood estimation method. The proposed estimators are compared in the sense of the mean squared error.

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Estimation for Two-Parameter Generalized Exponential Distribution Based on Records

  • Kang, Suk Bok;Seo, Jung In;Kim, Yongku
    • Communications for Statistical Applications and Methods
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    • v.20 no.1
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    • pp.29-39
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    • 2013
  • This paper derives maximum likelihood estimators (MLEs) and some approximate MLEs (AMLEs) of unknown parameters of the generalized exponential distribution when data are lower record values. We derive approximate Bayes estimators through importance sampling and obtain corresponding Bayes predictive intervals for unknown parameters for lower record values from the generalized exponential distribution. For illustrative purposes, we examine the validity of the proposed estimation method by using real and simulated data.

Estimation for Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.04a
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    • pp.203-210
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    • 2004
  • When the available sample is multiply Type-II censored, the maximum likelihood estimators of the location and the scale parameters of two- parameter exponential distribution do not admit explicitly. In this case, we propose some estimators which are linear functions of the order statistics and also propose some estimators by approximating the likelihood equations appropriately. We compare the proposed estimators by the mean squared errors.

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Estimation for the Half Logistic Distribution Based on Double Hybrid Censored Samples

  • Kang, Suk-Bok;Cho, Young-Seuk;Han, Jun-Tae
    • Communications for Statistical Applications and Methods
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    • v.16 no.6
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    • pp.1055-1066
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    • 2009
  • Many articles have considered a hybrid censoring scheme, which is a mixture of Type-I and Type-II censoring schemes. We introduce a double hybrid censoring scheme and derive some approximate maximum likelihood estimators(AMLEs) of the scale parameter for the half logistic distribution under the proposed double hybrid censored samples. The scale parameter is estimated by approximate maximum likelihood estimation method using two different Taylor series expansion types. We also obtain the maximum likelihood estimator(MLE) and the least square estimator(LSE) of the scale parameter under the proposed double hybrid censored samples. We compare the proposed estimators in the sense of the mean squared error. The simulation procedure is repeated 10,000 times for the sample size n = 20(10)40 and various censored samples. The performances of the AMLEs and MLE are very similar in all aspects but the MLE and LSE have not a closed-form expression, some numerical method must be employed.