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30 results for “Maximum Likelihood Estimator”

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Research ArticleOpen accessIn the keywordsA General Probability Distribution Using Burmann Power SeriesRichard F. Patterson, Pali SenThe goal of this study is to present a general power series distribution that exhibits the properties of some well known distributions. To accomplish this goal we examine an infinite sequence of independent random variables having a Bürmann’s power series distribution. Consequently, we derive moment generating function of the distribution and establish the maximum likelihood estimate of the component that … …Journal of Mathematics and Statistics, Vol. 1, Issue 3 · 30 Sep 2005 · 6,290 accessesView PDFCite
Research ArticleOpen accessIn the abstractBayesian Estimation for Lomax Distribution: A Comparison of Loss Functions Using Jeffreys PriorsHuda Mohammed AlomariThis study investigates the estimation of the shape parameter for the Lomax distribution using complete data. We compare the performance of the classical Maximum Likelihood Estimation (MLE) method against the Bayesian framework. Within the Bayesian approach, three distinct loss functions were utilized: the linear exponential (LINEX), general entropy, and weighted general entropy loss functions. The precision of these estimators was … …Journal of Mathematics and Statistics, Vol. 21, Issue 1 · 24 Dec 2025 · 2,635 accessesView PDFCite
Research ArticleOpen accessIn the abstractEnhancing Lifetime Data Modeling With the Modified Version of Weibull Distribution: A Comparative ApproachArjun Kumar Gaire, Shahid Mohammad, Yogendra Bahadur GurungThis study introduces a new two-parameter univariate distribution, a modified version of the Weibull distribution, for a non-negative realm. Originating from a framework introduced by Azzalini and Capitanio, the distribution exhibits a monotonically increasing hazard rate. It offers closed-form expressions for key statistical properties, including reliability functions, moments, moment-generating functions, and order statistics. An expression for random number generation is … …Journal of Mathematics and Statistics, Vol. 21, Issue 1 · 8 Oct 2025 · 3,085 accessesView PDFCite
Research ArticleOpen accessIn the abstractUsing a Hierarchical Weibull model to Predict Failure Strength of Different Glass Edge ProfilesDavid Thomas Kinsella, Johan LindströmThe edge strength of glass is analyzed using a Weibull statistical framework based on 78 data samples from a range of experiments recorded in literature. Based on the analysis, a 45 MPa strength value (computed as the lower bound in a one-sided confidence interval at the 75% level for the 5-percentile in the distribution) could be conservatively used with arrised, … …International Journal of Structural Glass and Advanced Materials Research, Vol. 4, Issue 1 · 30 Apr 2020 · 8,274 accessesView PDFCite
Research ArticleOpen accessIn the abstractEstimation and Reliability for a Special Type of Semi-Markov ProcessVlad Stefan Barbu, Alex Karagrigoriou, Andreas MakridesThis work deals with multi-state systems modelled by means of semi-Markov processes. The sojourn times are seen to be independent not identically distributed random variables and assumed to belong to one of two different general classes of distributions so that the first class is closed under maxima and the second one is closed under minima. We obtain maximum likelihood estimators … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 20 Oct 2019 · 7,047 accessesView PDFCite
Research ArticleOpen accessIn the abstractRisks Ratios of Shrinkage Estimators for the Multivariate Normal MeanAbdenour Hamdaoui, Nadia MezouarWe study the estimation of the mean θ of a multivariate Gaussian random variable X∼Np(θ,σ2Ip) in ℜp, σ2 is unknown and estimated by the chi-square variable S2∼σ2χn2. In this work we are interested in studying bounds and limits of risk ratios of shrinkage estimators to the maximum likelihood estimator X, when n and p tend to infinity. We recall that … …Journal of Mathematics and Statistics, Vol. 13, Issue 2 · 3 Apr 2017 · 7,108 accessesView PDFCite
Research ArticleOpen accessIn the abstractStatistical Inferences of the Rest Lifetimes of Ball Bearings' Residual Lifetimes Based on Rayleigh Residual Type II Censored DataGhassan K. Abufoudeh, Omar M. Bdair, Raed R. Abu AwwadIn this study, we consider statistical inference problems for the residual life data that come from the Rayleigh model based on type II censored data. Maximum likelihood and Bayesian approaches are used to estimate the scale and location parameters for the Rayleigh model, the Gibbs sampling procedure is used to draw Markov Chain Monte Carlo (MCMC) samples and MCMC samples … …Journal of Mathematics and Statistics, Vol. 12, Issue 3 · 1 Aug 2016 · 7,161 accessesView PDFCite
Research ArticleOpen accessIn the abstractEstimation for Unknown Parameters of the Burr Type-XII Distribution Based on an Adaptive Progressive Type-II Censoring SchemeMontaser M. AmeinIn this study, the Maximum Likelihood Estimation (MLE) and Bayes estimation are exploited to make interval estimation based on adaptive progressive Type-II censoring for the Burr Type-XII distribution. Explicit form for the parameters of Bayes estimator doesn’t exist, so, Markov Chain Monte Carlo (MCMC) method is used as approximation to find posterior mean under squared error loss function. Real data … …Journal of Mathematics and Statistics, Vol. 12, Issue 2 · 29 Apr 2016 · 7,306 accessesView PDFCite
Research ArticleOpen accessIn the abstractProportional Hazard Inverse Weibull Distribution and Associated InferenceSuja M. Aboukhamseen, Mohamed E. Ghitany, Ramesh C. GuptaIn this study, we have considered the proportional hazard version of the inverse Weibull distribution. It has been shown that the density and hazard rate functions are unimodal and the mean residual life function is bathtub shaped. For the considered model, many functions of the parameters, such as the mean, variance, coefficient of variation and the critical points of the … …Journal of Mathematics and Statistics, Vol. 12, Issue 2 · 18 Apr 2016 · 7,385 accessesView PDFCite
Research ArticleOpen accessIn the abstractMAXIMUM LIKELIHOOD ESTIMATION FOR SPATIAL DURBIN MODELRokhana Dwi Bekti, Anita Rahayu, SutiknoSpatial Durbin Model (SDM) is one method of spatial autoregressive. This model was developed because the dependencies in the spatial relationships not only occur in the dependent variable, but also on the independent variables. In the assessment of parameter estimation, the process is carried out by Maximum Likelihood Estimation (MLE). This estimation can be approximation by Spatial Autoregressive Models (SAR). … …Journal of Mathematics and Statistics, Vol. 9, Issue 3 · 15 Jun 2013 · 8,636 accessesView PDFCite