Parameter Estimation for the Exponentiated Kumaraswamy-Power Function Distribution Based on Order Statistics with Application

Annals of Data Science - Tập 8 - Trang 785-811 - 2019
Devendra Kumar1, Neetu Jain2, Mazen Nassar3,4, Osama Eraki Abo-Kasem4
1Department of Statistics, Central University of Haryana, Adalpur, India
2Department of Statistics, University of Delhi, New Delhi, India
3Department of Statistics, Faculty of Science, King Abdulaziz University, Jeddah, Kingdom of Saudi Arabia
4Department of Statistics, Faculty of Commerce, Zagazig University, Zagazig, Egypt

Tóm tắt

Exponentiated Kumaraswamy-power function (EKPF) distribution has been proposed recently by Bursa and Ozel (Hacet J Math Stat 46:277–292, 2017) as a quite flexible in terms of probability density and hazard rate functions than power function distribution. In this paper, we obtain the explicit expressions for the single, double (product), triple and quadruple moments and moment generating function for single, double, triple and quadruple of order statistics of the EKPF distribution. By using these relations, we have tabulated the means and variances of order statistics from samples of sizes up to 10 for various values of the parameters. We use five frequentist estimation methods to estimate the unknown parameters and a simulation study is used to compare the performance of the different estimators. Finally, we analyse a real data set for illustrative purpose.

Tài liệu tham khảo

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Kumar D (2015) Exact moments of generalized order statistics from type II exponentiated log-logistic distribution. Hacet J Math Stat 44:715–733