期刊名称：SORT-Statistics and Operations Research Transactions
印刷版ISSN：2013-8830
出版年度：2016
卷号：1
期号：1
页码：89-112
语种：English
出版社：SORT- Statistics and Operations Research Transactions
摘要：In this paper, based on record data from the two-parameter logistic distribution, the maximum likelihood and Bayes estimators for the two unknown parameters are derived. The maximum likelihood estimators and Bayes estimators can not be obtained in explicit forms. We present a simplemethod of deriving explicit maximum likelihood estimators by approximating the likelihood function. Also, an approximation based on the Gibbs sampling procedure is used to obtain the Bayes estimators. Asymptotic confidence intervals, bootstrap confidence intervals and credible intervals are also proposed. Monte Carlo simulations are performed to compare the performances of the different proposed methods. Finally, one real data set has been analysed for illustrative purposes.
关键词：Logistic distribution, record data,maximum likelihood estimator, Bayes estimator, Gibbs sampling
