• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

Guan, R. (Guan, R..) | Cheng, W. (Cheng, W..) | Rong, Y. (Rong, Y..) | Zhao, X. (Zhao, X..)

Indexed by:

Scopus SCIE

Abstract:

Beta-Exponential Distribution (BED) is proposed by Nadarajah and Samuel Kotz which contains several well-known distributions. With the addition of two shape parameters, this distribution can fit a wider range of data and therefore has been widely used in life testing. However, there are few literature on the properties of order statitics from this distribution, especially the best linear unbiased estimation (BLUE) of the location-scale parameters. In this paper, a new algorithm is proposed by us to obtain closed-form expression for variance-covariance matrix of order statistics from this distribution and give the BLUE for the location-scale parameters for the first time. Compared with several other classical parameter estimation methods (MLE, trimmed L-moments (TL-moments), probability weighted moments (PWM)), BLUE is more suitable for location-scale parameter estimation under small sample size for this distribution. Besides, the explicit expressions for moments of order statistics under the independent identically distributed (IID) case and independent not identically distributed (INID) case are also derived. Furthermore, for BED with three parameters (two shape parameters and scale parameter), we propose an improved TL-moments estimation method based on order statistics isotone transformation under two different trimmed schemes (s= t= 1 and s= 1 , t= 0) as well as an improved PWM estimation method and conduct simulation study to compare the performance of each new method with MLE. As a result, the improved TL-moments estimation (s= t= 1) and the improved PWM estimation perform better than MLE on the whole. © 2023, School of Mathematical Sciences, University of Science and Technology of China and Springer-Verlag GmbH Germany, part of Springer Nature.

Keyword:

Order statistics BLUE Improved TL-moments Improved PWM Beta-exponential distribution

Author Community:

  • [ 1 ] [Guan R.]Faculty of Science, Beijing University of Technology, Beijing, 100124, China
  • [ 2 ] [Cheng W.]Faculty of Science, Beijing University of Technology, Beijing, 100124, China
  • [ 3 ] [Rong Y.]Faculty of Science, Beijing University of Technology, Beijing, 100124, China
  • [ 4 ] [Zhao X.]Faculty of Science, Beijing University of Technology, Beijing, 100124, China

Reprint Author's Address:

Email:

Show more details

Related Keywords:

Source :

Communications in Mathematics and Statistics

ISSN: 2194-6701

Year: 2023

0 . 9 0 0

JCR@2022

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count: 1

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 10

Affiliated Colleges:

Online/Total:518/10580962
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.