Download or read book Robust Minimum Distance Estimation of the Four parameter Generalized Gamma Distribution written by Keith F. Shumaker (CAPT, USAF.) and published by . This book was released on 1982 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Robust Minimum Distance Estimation of the Four Parameter Generalized Gamma Distribution written by Keith F. Shumaker and published by . This book was released on 1982 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt: A robust estimation technique (MLDE) is developed which uses minimum distance estimation in conjunction with maximum likelihood estimation (MLE). This technique is then applied to the four-parameter generalized Gamma distribution to obtain location, scale, shape, and power parameter estimates. A Monte Carlo analysis is conducted on three members of the four-parameter generalized Gamma distribution with sample sizes of 12, 16, 20, and 24 for a total of twelve cases. For each of these twelve cases, one thousand samples are generated for the analysis. Initial estimates of the location, scale, shape, and power parameters are found using a maximum liklihood estimator. Minimum distance estimation using the Anderson-Darling statistic is then employed to obtain a new estimate of the location parameter. Finally, this new improved location parameter estimate is used to refine the scale, shape, and power parameter estimates through maximum likelihood estimation. The performance of the MLDE technique is determined through use of mean square error and relative efficiency measures. (Author).
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimation of the Parameters in the Generalized Gamma Distribution written by Claude Ann Collins and published by . This book was released on 1966 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Bulletin Institute of Mathematical Statistics written by Institute of Mathematical Statistics and published by . This book was released on 1984 with total page 904 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Robust Minimum Distance Estimation of the Three Parameter Lognormal Distribution written by Jim H. Keffer (2LT, USAF.) and published by . This book was released on 1983 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book MAXIMUM LIKELIHOOD ESTIMATION OF THE PARAMETERS OF A FOUR PARAMETER GENERALIZED GAMMA POPULATION FROM COMPLETE AND CENSORED SAMPLES written by and published by . This book was released on 1967 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consider the four-parameter generalized Gamma population with location parameter c, scale parameter a, shape/power parameter b, and power parameter p (shape parameter d = bp) and probability density function f(x; c, a, b, p) = p(x - c) raised to the power (bp-1), exp ( -((x - c)/a) raised to the power p)/a raised to the power bp, Gamma (b), where a, b, p> 0 and x = or> c = or> 0. The likelihood equations for parameter estimation are obtained by equating to zero the first partial derivatives, with respect to each of the four parameters, of the natural logarithm of the likelihood function for a complete or censored sample. The asymptotic variances and covariances of the maximum- likelihood estimators are found by inverting the information matrix, whose components are the limits, as the sample size n approaches infinity, of the negatives of the expected values of the second partial derivatives of the likelihood function with respect to the parameters. The likelihood equations cannot be solved explicitly, but an iterative procedure for solving them on an electronic computer is described. The results of applying this procedure to samples from Gamma, Weibull, and half-normal populations are tabulated, as are the asymptotic variances and covariances of the maximum-likelihood estimators.
Download or read book Statistical Inferences for the Generalized Gamma Distribution written by Harold Walter Hager and published by . This book was released on 1969 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Procedures for handling statistical problems with nuisance parameters are considered with special reference to problems in the three parameter generalized gamma distribution. Maximum likelihood estimation of the parameters of this density has been investigated. Properties of these estimates are established which make it possible to make inferences about the parameters. Discrimination between various models for life testing problems is discussed and the robustness of the Weibull model is advanced. The question of the existence of the maximum likelihood estimates of the parameters for all samples is raised. Empiric evidence is presented indicating that they may not exist for all small samples"--Abstract, leaf ii.
Download or read book Parametric Estimation of the Three parameter Generalized Gamma Distribution from Complete and K stage Progressively Censored Samples written by Robert Kenneth Wysocki and published by . This book was released on 1968 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Technical Manual Ordnance Maintenance written by and published by . This book was released on 1942 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Government Reports Announcements Index written by and published by . This book was released on 1984-05 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Masters Theses in the Pure and Applied Sciences Accepted by Colleges and Universities of the United States and Canada written by Wade H. Shafer and published by Springer. This book was released on 1984-02-01 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: This series lists applicable thesis titles published in the United States and Canada. Volume 40 covers thesis year 1995. All back volumes are still available.
Download or read book Modifications to Computer Program for Parameter Estimation for the Generalized Gamma Distribution written by Michel K. Ochi and published by . This book was released on 1977 with total page 97 pages. Available in PDF, EPUB and Kindle. Book excerpt: An extensive study of an existing digital computer program for determining parameters required to represent SES-100B trials data by a generalized gamma function is carried out. The purpose of the study is to resolve the difficulties encountered in earlier studies. In these earlier studies, approximately 5 percent of the cases analyzed produced unrealistic values for the distribution parameters. In order to resolve this problem, data sensitivity studies are carried out. Based on results of the study, criteria are developed for determining cases that should not be processed. Three other techniques besides the Stacy-Mihram method are investigated. The most successful alternative method is the maximum likelihood method, which is incorporated into the new digital computer program. A program listing and an example of the generated output are included in this report. (Author).
Download or read book Interference Problems on Wing fuselage Combinations in Inviscid Incompressible Flow written by Aeronautical Research Council (Great Britain) and published by . This book was released on 1974 with total page 1212 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Robustness Theory and Application written by Brenton R. Clarke and published by John Wiley & Sons. This book was released on 2018-06-21 with total page 243 pages. Available in PDF, EPUB and Kindle. Book excerpt: A preeminent expert in the field explores new and exciting methodologies in the ever-growing field of robust statistics Used to develop data analytical methods, which are resistant to outlying observations in the data, while capable of detecting outliers, robust statistics is extremely useful for solving an array of common problems, such as estimating location, scale, and regression parameters. Written by an internationally recognized expert in the field of robust statistics, this book addresses a range of well-established techniques while exploring, in depth, new and exciting methodologies. Local robustness and global robustness are discussed, and problems of non-identifiability and adaptive estimation are considered. Rather than attempt an exhaustive investigation of robustness, the author provides readers with a timely review of many of the most important problems in statistical inference involving robust estimation, along with a brief look at confidence intervals for location. Throughout, the author meticulously links research in maximum likelihood estimation with the more general M-estimation methodology. Specific applications and R and some MATLAB subroutines with accompanying data sets—available both in the text and online—are employed wherever appropriate. Providing invaluable insights and guidance, Robustness Theory and Application: Offers a balanced presentation of theory and applications within each topic-specific discussion Features solved examples throughout which help clarify complex and/or difficult concepts Meticulously links research in maximum likelihood type estimation with the more general M-estimation methodology Delves into new methodologies which have been developed over the past decade without stinting on coverage of “tried-and-true” methodologies Includes R and some MATLAB subroutines with accompanying data sets, which help illustrate the power of the methods described Robustness Theory and Application is an important resource for all statisticians interested in the topic of robust statistics. This book encompasses both past and present research, making it a valuable supplemental text for graduate-level courses in robustness.
Download or read book Statistical Properties of Weighted Generalized Gamma Distribution written by Hewa Anuradha Priyadarshani and published by . This book was released on 2011 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt: Author's abstract: A new class of weighted generalized gamma distribution and related distributions are presented. Theoretical properties of the generalized gamma model, weighted generalized gamma distribution including the hazard function, reverse hazard function, moments, coefficient of variation, coefficient of skewness, coefficient of kurtosis, Fisher information and entropy measures are derived. Estimation of the parameters of the weighted generalized gamma distribution via maximum likelihood estimation and method of moment estimation techniques are presented, as well as a test for the detection of length-biasedness in the generalized gamma model. Also presented are some useful transformations of the weighted generalized gamma distributed random variable.
Download or read book Estimation of the Scale Parameter of the Gamma Distribution by Use of M Order Statistics written by Richard Alan Bruce and published by . This book was released on 1964 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: A technique is developed for estimating the scale parameter of a Gamma distribution with known shape parameter using m order statistics. Basic properties of the Gamma distribution and certain theoretical concepts of order statistics are presented. A linear unbiased minimum variance estimate can be computed by applying tabulated multiplying factors to the first m ordered observations. Multiplying factors which yield one-order-statistic estimates are also tabled. Two efficiencies for the oneorder-statistic estimators are given: the first is based on the m-order-statistic estimator and the second is based on the maximum likelihood estimator. Table ranges include shape parameters alpha = 1(1)3 for sample sizes n = 1(1)20 and alpha = 4(1)6 for n = 1(1)15. (Author).
