Methods for Parameter Estimation of the Negative Binomial-Generalized Exponential Distribution

Sirinapa Aryuyuen; Issaraporn Thiamsorn

doi:10.4028/www.scientific.net/AMM.866.383

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vol. 866Methods for Parameter Estimation of the Negative...

Methods for Parameter Estimation of the Negative Binomial-Generalized Exponential Distribution

Abstract:

Abstract. We proposed several estimation methods for the parameters of the negative binomial-generalized exponential (NB-GE) distribution. In the simulation study, the maximum likelihood estimation (MLE) with nlm function seems to have the most efficiency to estimate the parameters and of the NB-GE distribution when it compares with method of the moments (MM) and MLE with optim function by using the average mean square error (AMSE) for a criteria. The AMSE values of each parameter estimation methods are decreasing when the sample size increasing. Moreover, the example dataset is illustrated. Based on the chi-square values for the fitting distribution via the MLE with nlm function is better than other estimation methods.

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Periodical:

Applied Mechanics and Materials (Volume 866)

Pages:

383-386

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.866.383

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Online since:

June 2017

Authors:

Sirinapa Aryuyuen*, Issaraporn Thiamsorn

Keywords:

Count Data, gmm Function, MLE, MM, NB-GE Distribution, nlm Function, optim Function

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References

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