In this work, we investigate the properties of least-squares and minimum chi-square methods for the point estimation of the two parameters characterizing a discrete Weibull distribution. The first method, inflected into three variants, is based on the empirical cumulative distribution function and provides a closed analytical expression for each estimate. The second method is based on the minimization of the well-known chi-square statistic, which provides a numerical solution. A Monte Carlo simulation study empirically assesses the performance of the methods; two applications on real data show how the inferential techniques practically work.
Least-squares and minimum chi-square estimation in a discrete Weibull model / A. Barbiero. - In: COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION. - ISSN 0361-0918. - (2016 Nov 24). [Epub ahead of print] [10.1080/03610918.2016.1263733]
Least-squares and minimum chi-square estimation in a discrete Weibull model
A. Barbiero
2016
Abstract
In this work, we investigate the properties of least-squares and minimum chi-square methods for the point estimation of the two parameters characterizing a discrete Weibull distribution. The first method, inflected into three variants, is based on the empirical cumulative distribution function and provides a closed analytical expression for each estimate. The second method is based on the minimization of the well-known chi-square statistic, which provides a numerical solution. A Monte Carlo simulation study empirically assesses the performance of the methods; two applications on real data show how the inferential techniques practically work.File | Dimensione | Formato | |
---|---|---|---|
Least squares and minimum chi square estimation in a discrete Weibull model.pdf
accesso riservato
Tipologia:
Publisher's version/PDF
Dimensione
815.86 kB
Formato
Adobe PDF
|
815.86 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.