• Journal of the Korean Data and Information Science Society
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• 제14권4호
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• pp.1091-1102
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• 2003

The Weibull variate is commonly used as a lifetime distribution in reliability applications. Estimation of parameters is revisited in the two-parameter Weibull distribution. The method of product spacings, the method of quantile estimates and the method of least squares are applied to this distribution. A comparative study between a simple minded estimate, the maximum likelihood estimate, the product spacings estimate, the quantile estimate, the least squares estimate, and the adjusted least squares estimate is presented.

• Communications for Statistical Applications and Methods
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• 제29권6호
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• pp.665-677
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• 2022

This paper proposes a new estimation method based on the maximum product of spacings for estimating unknown parameters of the three-parameter Weibull distribution under a generalized Type-II progressive hybrid censoring scheme which guarantees a constant number of observations and an appropriate experiment duration. The proposed approach is appropriate for a situation where the maximum likelihood estimation is invalid, especially, when the shape parameter is less than unity. Furthermore, it presents the enhanced performance in terms of the bias through the Monte Carlo simulation. In particular, the superiority of this approach is revealed even under the condition where the maximum likelihood estimation satisfies the classical asymptotic properties. Finally, to illustrate the practical application of the proposed approach, the real data analysis is conducted, and the superiority of the proposed method is demonstrated through a simple goodness-of-fit test.

• Journal of the Korean Statistical Society
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• 제35권1호
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• pp.63-77
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• 2006

Maximum product of spacings estimator is proposed in this paper as a competent alternative of maximum likelihood estimator for the parameters of exponentiated-Weibull distribution, which does work even when the maximum likelihood estimator does not exist. In addition, a Bayes type estimator known as generalized maximum likelihood estimator is also obtained for both of the shape parameters of the aforesaid distribution. Though, the closed form solutions for these proposed estimators do not exist yet these can be obtained by simple appropriate numerical techniques. The relative performances of estimators are compared on the basis of their relative risk efficiencies obtained under symmetric and asymmetric losses. An example based on simulated data is considered for illustration.

• Communications for Statistical Applications and Methods
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• 제27권4호
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• pp.469-486
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• 2020

Entropy is an important term in statistical mechanics that was originally defined in the second law of thermodynamics. In this paper, we consider the maximum likelihood estimation (MLE), maximum product spacings estimation (MPSE) and Bayesian estimation of the entropy of an inverse Weibull distribution (InW) under a generalized type I progressive hybrid censoring scheme (GePH). The MLE and MPSE of the entropy cannot be obtained in closed form; therefore, we propose using the Newton-Raphson algorithm to solve it. Further, the Bayesian estimators for the entropy of InW based on squared error loss function (SqL), precautionary loss function (PrL), general entropy loss function (GeL) and linex loss function (LiL) are derived. In addition, we derive the Lindley's approximate method (LiA) of the Bayesian estimates. Monte Carlo simulations are conducted to compare the results among MLE, MPSE, and Bayesian estimators. A real data set based on the GePH is also analyzed for illustrative purposes.

• Communications for Statistical Applications and Methods
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• 제24권3호
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• pp.193-209
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• 2017

The power Lindley distribution with some of its properties is considered in this article. Maximum likelihood, least squares, maximum product spacings, and Bayes estimators are proposed to estimate all the unknown parameters of the power Lindley distribution. Lindley's approximation and Markov chain Monte Carlo techniques are utilized for Bayesian calculations since posterior distribution cannot be reduced to standard distribution. The performances of the proposed estimators are compared based on simulated samples. The waiting times of research articles to be accepted in statistical journals are fitted to the power Lindley distribution with other competing distributions. Chi-square statistic, Kolmogorov-Smirnov statistic, Akaike information criterion and Bayesian information criterion are used to access goodness-of-fit. It was found that the power Lindley distribution gives a better fit for the data than other distributions.

• Communications for Statistical Applications and Methods
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• 제30권4호
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• pp.411-421
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• 2023

This paper provides a new estimation equation based on the concept of a minimum distance between the empirical and theoretical distribution functions under the most widely used progressive Type-II censoring scheme. For illustrative purposes, simulated and real datasets from a three-parameter Weibull distribution are analyzed. For comparison, the most popular estimation methods, the maximum likelihood and maximum product of spacings estimation methods, are developed together. In the analysis of simulated datasets, the excellence of the provided estimation method is demonstrated through the degree of the estimation failure of the likelihood-based method, and its validity is demonstrated through the mean squared errors and biases of the estimators obtained from the provided estimation equation. In the analysis of the real dataset, two types of goodness-of-fit tests are performed on whether the observed dataset has the three-parameter Weibull distribution under the progressive Type-II censoring scheme, through which the performance of the new estimation equation provided is examined.

• Journal of the Korean Data and Information Science Society
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• 제21권2호
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• pp.345-354
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• 2010

The Gamma Distribution is widely used in Engineering and Industrial applications. Estimation of parameters is revisited in the two-parameter Gamma distribution. The parameters are estimated by minimizing the likelihood ratios. A comparative study between the method of moments, the maximum likelihood method, the method of product spacings, and minimization of three different likelihood ratios is performed using simulation. For the scale parameter, the maximum likelihood estimate performs better and for the shape parameter, the product spacings estimate performs better. Among the three likelihood ratio statistics considered, the Anderson-Darling statistic has inferior performance compared to the Cramer-von-Misses statistic and the Kolmogorov-Smirnov statistic.

• Communications for Statistical Applications and Methods
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• 제30권2호
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• pp.191-213
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• 2023

Unit distributions are frequently used in probability theory and statistics to depict meaningful variables having values between zero and one. Using convenient transformation, the unit inverse exponentiated weibull (UIEW) distribution, which is equally useful for modelling data on the unit interval, is proposed in this study. Quantile function, moments, incomplete moments, uncertainty measures, stochastic ordering, and stress-strength reliability are among the statistical properties provided for this distribution. To estimate the parameters associated to the recommended distribution, well-known estimation techniques including maximum likelihood, maximum product of spacings, least squares, weighted least squares, Cramer von Mises, Anderson-Darling, and Bayesian are utilised. Using simulated data, we compare how well the various estimators perform. According to the simulated outputs, the maximum product of spacing estimates has lower values of accuracy measures than alternative estimates in majority of situations. For two real datasets, the proposed model outperforms the beta, Kumaraswamy, unit Gompartz, unit Lomax and complementary unit weibull distributions based on various comparative indicators.