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الرئيسية > COMPOUND PARETO TYPE II GAMMA...>الوصف

COMPOUND PARETO TYPE II GAMMA DISTRIBUTION : PROPERTIES AND ESTIMATION

المصدر: المجلة العلمية للاقتصاد والتجارة
الناشر: جامعة عين شمس - كلية التجارة
المؤلف الرئيسي: Abu Hussien, Amina Ismail (AUTH.)
مؤلفين آخرين: Al Dayian, G. R. (AUTH.)
المجلد/العدد: ع2
محكمة: نعم
الدولة: مصر
التاريخ الميلادي: 2007
الصفحات: 1 - 23
ISSN: 2636-2562
رقم MD: 664510
نوع المحتوى: بحوث ومقالات
اللغة: الإنجليزية
قواعد المعلومات: EcoLink
مواضيع:
تقدير باريتو | توزيع جاما | الاحصاء | المعادلات الرياضية
رابط المحتوى:
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المستخلص: Compound Pareto type II-gamma distribution (CPIIG) is derived by compounding Pareto type II and gamma distributions. The CPIIG distribution is described and some of its properties are investigateds. The distribution of the rth order statistic of the CPIIG (a, c) distribution and some special cases are presented. Transformed distributions are derived. One of the objectives of this study is the estimation of the shape and scale parameters, when c is known, and the estimation of survival and hazard rate functions, using the maximum likelihood method based on type II censored samples. The uniformly minimum variance unbiased estimates of a function of the shape parameter, or, is obtained when the other parameters are known. The maximum likelihood equations are so compli-cated to be solved mathematically, Newton-Raphson iterations scheme is used to solve the likelihood equations. The numerical computations are made through Monte Carlo simulation. The comparisons are performed for different sample sizes and different values for the censored ratio. The .Bayes estimator of the shape parameter when and c are known, is obtained based on non-informative and informative prior. Bayesian prediction bounds are obtained, based on type II censored samples, for a certain order statistic in a future sample from the CPIIG (or,c) distribution. Prediction intervals are obtained based on type II censored sample using two samples prediction
ISSN: 2636-2562

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