• Title/Summary/Keyword: Approximate maximum likelihood estimators

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Sequential Estimation in Exponential Distribution

  • Park, Sang-Un
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.309-316
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    • 2007
  • In this paper, we decompose the whole likelihood based on grouped data into conditional likelihoods and study the approximate contribution of additional inspection to the efficiency. We also combine the conditional maximum likelihood estimators to construct an approximate maximum likelihood estimator. For an exponential distribution, we see that a large inspection size does not increase the efficiency much if the failure rate is small, and the maximum likelihood estimator can be approximated with a linear function of inspection times.

Goodness-of-fit Test for the Weibull Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Han, Jun-Tae
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.349-361
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    • 2009
  • In this paper, we derive the approximate maximum likelihood estimators of the shape parameter and the scale parameter in a Weibull distribution under multiply Type-II censoring by the approximate maximum likelihood estimation method. We develop three modified empirical distribution function type tests for the Weibull distribution based on multiply Type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

An approximate maximum likelihood estimator in a weighted exponential distribution

  • Lee, Jang-Choon;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.1
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    • pp.219-225
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    • 2012
  • We derive approximate maximum likelihood estimators of two parameters in a weighted exponential distribution, and derive the density function for the ratio Y=(X+Y) of two independent weighted exponential random variables X and Y, and then observe the skewness of the ratio density.

Approximate MLE for Singly Truncated Normal Distribution

  • Suk-Bok Kang;Young-Suk Cho
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.879-885
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    • 1998
  • In this paper, we propose the approximate maximum likelihood estimators (AMLE) of the location and the scale parameter of the singly left truncated normal distribution. We compare the proposed estimators with the simpler estimators (SE) in terms of the mean squared error (MSE) through Monte Carlo methods.

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The exponentiated extreme value distribution

  • Cho, Young-Seuk;Kang, Suk-Bok;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.4
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    • pp.719-731
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    • 2009
  • This paper deals with properties of the exponentiated extreme value distribution. We derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the exponentiated extreme value distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation for the Weibull Distribution Based on Censored Samples

  • Lee, Hwa-Jung;Kang, Suk-Bok
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.04a
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    • pp.59-68
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    • 2005
  • We consider the problem of estimating the scale and shape parameter of the Weibull distribution based on censored samples. we propose the approximate maximum likelihood estimators (AMLEs) of the scale and shape parameters in the Weibull distribution based on Type-II censored samples. We compare the proposed estimators in the sense of mean squared error (MSE).

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Estimation for the Extreme Value 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.16 no.3
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    • pp.629-638
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    • 2005
  • We derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the extreme value distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation for the Weibull Distribution Based on Censored Samples

  • Lee, Hwa-Jung;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.1107-1117
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    • 2005
  • We consider the problem of estimating the scale and shape parameters in the Weibull distribution based on censored samples. We propose the approximate maximum likelihood estimators (AMLEs) of the scale and shape parameters in the Weibull distribution based on Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error (MSE).

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

  • Kang, Suk-Bok;Han, Jun-Tae;Park, Sun-Mi
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.10a
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    • pp.125-133
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    • 2004
  • In this paper, we derive the approximate maximum likelihood estimators of the scale and location parameters of the skewed exponential distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation of Weibull Scale Parameter Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Lee, Hwa-Jung;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.593-603
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    • 2004
  • We consider the problem of estimating the scale parameter of the Weibull distribution based on multiply Type-II censored samples. We propose two estimators by using the approximate maximum likelihood estimation method for Weibull and extreme value distributions. The proposed estimators are compared in the sense of the mean squared error.

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