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:: Volume 10, Issue 1 (9-2013) ::
JSRI 2013, 10(1): 41-62 Back to browse issues page
Analysis of Record Data from the Scaled Logistic Distribution
A. Asgharzadeh * , M. Abdi , R. Valiollahi
, a.asgharzadeh@umz.ac.ir
Abstract:   (1714 Views)

In this paper, we consider the estimation of the unknown parameter of the scaled logistic distribution on the basis of record values. The maximum likelihood method does not provide an explicit estimator for the scale parameter. In this article, we present a simple method of deriving an explicit estimator by approximating the likelihood function. Bayes estimator is obtained using importance sampling. Asymptotic confidence intervals, bootstrap confidence interval and credible interval are also proposed. Monte Carlo simulations are performed to compare the different proposed methods. Analysis of one real data set is also given for illustrative purposes.

Keywords: Bayes estimation, maximum likelihood estimation, Monte Carlo simulation, record values, importance sampling
Full-Text [PDF 228 kb]   (395 Downloads)    
Type of Study: Research | Subject: General
Received: 2015/12/21 | Accepted: 2015/12/21 | Published: 2015/12/21
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Asgharzadeh A, Abdi M, valiollahi R. Analysis of Record Data from the Scaled Logistic Distribution . JSRI. 2013; 10 (1) :41-62
URL: http://jsri.srtc.ac.ir/article-1-54-en.html


Volume 10, Issue 1 (9-2013) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران (علمی - پژوهشی) Journal of Statistical Research of Iran JSRI
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