Estimation parameters of weighted exponential distribution with presence of outliers generated from exponential distribution

被引:0
|
作者
Makhdoom I. [1 ]
Nasiri P. [1 ]
机构
[1] Department of Statistics, Payame Noor University, Tehran
关键词
Maximum likelihood estimator; Moment estimator; Monte-carlo simulation; Newton-raphson method; Outlier; Weighted exponential distribution;
D O I
10.3923/jas.2011.3811.3814
中图分类号
学科分类号
摘要
This study deals with the estimation of parameters of the weighted exponential distribution with presence of outliers. The maximum likelihood and moment of the estimators are derived. These estimators are compared empirically using monte carlo simulation when all the parameters are unknown. There Bias and MSE are investigated with help of numerical technique. © 2011 Asian Network for Scientific Information.
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页码:3811 / 3814
页数:3
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