期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2013
卷号：9
期号：2
页码：213-224
DOI：10.1234/pjsor.v9i2.488
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：Normal 0 false false false EN-US X-NONE X-NONE 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.
关键词：Power function distributions, parameter estimation, least squares method, relative least squares, ridge regression, Monte Carlo study, total deviation, mean square error.
