عنوان
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برآورد کارآمد تابع چگالی و تابع توزیع لگاریتم نرمال توانی به همراه تواع مشخصه سازی آن
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نوع پژوهش
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مقاله ارائه شده
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کلیدواژهها
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Log-power normal distribution, Maximum likelihood estimator, Uniformly min-imum variance unbiased estimator, Least squares estimator, Weighted least squares estimator, Cramer-von-Mises estimator, Anderson-Darling (AD) estimator.
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چکیده
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In this paper, we study estimation of the probability density (pdf) and cumulative distribu-tion functions (cdf) of the log-power normal distribution using maximum likelihood (ML), uni-formly minimum variance unbiased (UMVU), least square (LS), weighted least square (WLS), Cramer-von-Mises (CVM) and Anderson-Darling (AD) estimation methods. The outcomes are compared using the mean integrated squared error (MISE). It is shown that the ML es-timation is more ecient than the others based on simulation studies. Also, certain useful characterizations of this distribution are presented. A real data set about the daily ozone level measurements in New York city is analyzed for the illustrative purposes.
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پژوهشگران
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مهدی راسخی (نفر اول)، غلامحسین قره گوزلو همدانی (نفر دوم)
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