Yıl: 2020 Cilt: 33 Sayı: 1 Sayfa Aralığı: 249 - 263 Metin Dili: İngilizce DOI: 10.35378/gujs.539929 İndeks Tarihi: 12-10-2020

Slash Maxwell Distribution: Definition, Modified Maximum Likelihood Estimation and Applications

Öz:
In this study slash Maxwell (SM) distribution, defined as a ratio of a Maxwell random variate to a power of an independent uniform random variate, is introduced. Its stochastic representation and some distributional properties such as moments, skewness and kurtosis measures are provided. The maximum likelihood (ML) method is used for estimating the unknown parameters. However, closed forms of the ML estimators cannot be obtained since the likelihood equations include nonlinear functions of the unknown parameters. We therefore use Tiku's (1967,1968) modified maximum likelihood (MML) methodology which allows to obtain explicit forms of the estimators. Some asymptotic properties of the MML estimators are derived. A Monte-Carlo simulation study is also carried out to compare the performances of the ML and MML estimators. Two data sets taken from the literature are modelled using the SM distribution in application part of the study.
Anahtar Kelime:

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
  • [1] Rogers, W.H. and Tukey, J.W., “Understanding some long- tailed symmetrical distributions”, Statist. Neerlandica, 26: 211-226, (1972).
  • [2] Mosteller, F. and Tukey, J.W., Data analysis and regression. Addison-Wesley, Reading, MA, (1977).
  • [3] Nasir, M.A., Tahir, M.H., Jamal, F. and Ozel, G., “A new generalized Burr family of distributions for the lifetime data”, Journal of Statistics Applications and Probability, 6(2): 401-417, (2017).
  • [4] Nasir, A., Bakouch, H.S. and Jamal, F., “Kumaraswamy odd Burr G family of distributions with applications to reliability data”, Studia Scientiarum Mathematicarum Hungarica, 55(1): 94-114, (2018a).
  • [5] Nasir, M.A., Korkmaz, M.C., Jamal, F. and Yousof, H.M., “On a new Weibull Burr XII distribution for lifetime data”, Sohag Journal of Mathematics, 5(2): 47-56, (2018b).
  • [6] Korkmaz, M.C. and Genc, A.I., “A new generalized two-sided class of distributions with an emphasis on two-sided generalized normal distribution”, Communications in Statistics-Simulation and Computation, 46(2): 1441-1460, (2017).
  • [7] Gómez, H.W., Quintana, F.A. and Torres, J., “A new family of slash-distributions with elliptical contours”, Statist. Probab. Lett., 77: 717-725, (2007).
  • [8] Olivares-Pacheco, J.F., Cornide-Reyes, H.C. and Monasterio, M., “An extension of the twoparameter Weibull distribution”, Colombian Journal of Statistics, 33(2): 219-231, (2010).
  • [9] Olmos, N.M., Varela, H., Gómez, H.W. and Bolfarine, H., “An extension of the half-normal distribution”, Statistical Papers, 53: 875-886, (2012).
  • [10] Olmos, N.M., Varela, H., Bolfarine, H. and Gómez, H.W., “An extension of the generalized halfnormal distribution”, Statistical Papers, 55(4): 967-981, (2014).
  • [11] Genc, A.I., “A skew extension of the slash distribution via beta-normal distribution”, Statistical Papers, 54(2): 427-442, (2013).
  • [12] Genc, A.A., Korkmaz, M.C. and Kus, C., “The Beta Moyal-Slash Distribution”, Journal of Selcuk University Natural and Applied Science, 3(4): 88-104, (2014).
  • [13] Korkmaz, M.C., “A generalized skew slash distribution via gamma-normal distribution”, Communications in Statistics-Simulation and Computation, 46(2): 1647-1660, (2017).
  • [14] Gómez, Y.M., Bolfarine, H. and Gómez, H.W., “Gumbel distribution with heavy tails and applications to environmental data”, Mathematics and Computers in Simulation, 157: 115-129, (2019).
  • [15] Tyagi, R.K. and Battacharya, S.K., “Bayes estimation of the Maxwell’s velocity distribution function”, Statistica, 4: 563-567, (1989a).
  • [16] Tyagi, R.K. and Battacharya, S.K., “A Note on the MVU estimation of the Maxwell’s failure distribution”, Estadistica, 41: 73-79, (1989b).
  • [17] Dey, S. and Maiti, S.S., “Bayesian estimation of the parameter of Maxwell distribution under the different loss functions”, Journal of Statistical Theory and Practice, 4(2): 279-287, (2010).
  • [18] Kazmi, S.M.A., Aslam, M. and Ali, S., “A note on the maximum likelihood estimators for the mixture of Maxwell distributions using Type-I censored scheme”, The Open Statistics and Probability Journal, 3: 31-35, (2011).
  • [19] Li, L., “Minimax estimation of the parameter of Maxwell distribution under the different loss functions”, American Journal of Theoretical and Applied Statistics, 5(4): 202-207, (2016).
  • [20] Fan, G., “Estimation of the loss and risk functions of parameter of Maxwell distribution”, Science Journal of Applied Mathematics and Statistics, 4(4): 129-133, (2016).
  • [21] Arslan, T., Acitas, S. and Senoglu, B., “Estimating the location and scale parameters of the Maxwell distribution”, Data Science, Statistics and Visualisation Conference, Lisboa, 59, (2017).
  • [22] Arslan, T., Acitas, S. and Senoglu, B., “Parameter estimation for the two-parameter Maxwell distribution under complete and censored samples”, REVSTAT, (accepted).
  • [23] Acitas, S., Arslan, T. and Senoglu, B., “Scale mixture extension of the Maxwell distribution: Properties, estimation and application”, 10th International Statistics Congress, Ankara, 54, (2017).
  • [24] Tiku, M. L., “Estimating the mean and standard deviation from a censored normal sample”, Biometrika 54: 155-165, (1967).
  • [25] Tiku, M. L., “Estimating the parameters of Normal and Logistic distributions from censored samples”, Australian & New Zealand Journal of Statistics, 10: 64-74, (1968).
  • [26] Iriarte, Y.A., Vilca, F., Varela, H. and Gómez, H.W., “Slashed generalized Rayleigh distribution”, Communications in Statistics-Theory and Methods, 46(10): 4686-4699, (2017).
  • [27] Bowman, K.O. and Shenton, L.R., “Weibull distributions when the shape parameter is defined”, Computational Statistics and Data Analysis, 36: 299-310, (2001).
  • [28] Kantar, Y.M. and Senoglu, B., “A comparative study for the location and scale parameters of the Weibull distribution with given shape parameter”, Computers and Geosciences, 34(12): 1900-1909, (2008).
  • [29] Puthenpura, S. and Sinha, N.K., “Modified maximum likkelihood method for the robust estimation of system parameters from very noise data”, Automatica, 22: 231-235, (1986).
  • [30] Vaughan, D.C., “On the Tiku-Suresh method of estimation”, Communications in Statistics - Theory and Methods , 21(2): 451-469, (1992).
  • [31] Singh, S.K., Singh, U. and Sharma, V.K., “The truncated Lindley distribution: Inference and application”, Journal of Statistics Applications & Probability, 3(2): 219-228, (2014).
  • [32] Kendall, M.G., Stuart, A., The Advanced Theory of Statistics, Vol. 2. Charles Griffin and Co., London, (1961). [33] Bartlett, M.S., “Approximate confidence intervals”, Biometrika, 40: 12-19, (1953).
  • [34] Tiku, M.L., “Testing linear contrast of means in experimental design without assuming normality and homogeneity of variances”, Biometrical Journal, 24(6): 613-627, (1982).
  • [35] Senoglu, B., “Estimating parameters in one-way analysis of covarinace model with short-tailed symmetric error distributions”, Journal of Computational and Applied Mathematics, 201: 275-283, (2007).
  • [36] Acitas, S., Kasap, P., Senoglu, B. and Arslan, O., “One-step M-estimators: Jones and Faddy’s skew t distribution”, Journal of Applied Statistics , 40(7): 1545-1560, (2013).
APA ACITAS S, Arslan T, SENOGLU B (2020). Slash Maxwell Distribution: Definition, Modified Maximum Likelihood Estimation and Applications. , 249 - 263. 10.35378/gujs.539929
Chicago ACITAS SUKRU,Arslan Talha,SENOGLU BIRDAL Slash Maxwell Distribution: Definition, Modified Maximum Likelihood Estimation and Applications. (2020): 249 - 263. 10.35378/gujs.539929
MLA ACITAS SUKRU,Arslan Talha,SENOGLU BIRDAL Slash Maxwell Distribution: Definition, Modified Maximum Likelihood Estimation and Applications. , 2020, ss.249 - 263. 10.35378/gujs.539929
AMA ACITAS S,Arslan T,SENOGLU B Slash Maxwell Distribution: Definition, Modified Maximum Likelihood Estimation and Applications. . 2020; 249 - 263. 10.35378/gujs.539929
Vancouver ACITAS S,Arslan T,SENOGLU B Slash Maxwell Distribution: Definition, Modified Maximum Likelihood Estimation and Applications. . 2020; 249 - 263. 10.35378/gujs.539929
IEEE ACITAS S,Arslan T,SENOGLU B "Slash Maxwell Distribution: Definition, Modified Maximum Likelihood Estimation and Applications." , ss.249 - 263, 2020. 10.35378/gujs.539929
ISNAD ACITAS, SUKRU vd. "Slash Maxwell Distribution: Definition, Modified Maximum Likelihood Estimation and Applications". (2020), 249-263. https://doi.org/10.35378/gujs.539929
APA ACITAS S, Arslan T, SENOGLU B (2020). Slash Maxwell Distribution: Definition, Modified Maximum Likelihood Estimation and Applications. Gazi University Journal of Science, 33(1), 249 - 263. 10.35378/gujs.539929
Chicago ACITAS SUKRU,Arslan Talha,SENOGLU BIRDAL Slash Maxwell Distribution: Definition, Modified Maximum Likelihood Estimation and Applications. Gazi University Journal of Science 33, no.1 (2020): 249 - 263. 10.35378/gujs.539929
MLA ACITAS SUKRU,Arslan Talha,SENOGLU BIRDAL Slash Maxwell Distribution: Definition, Modified Maximum Likelihood Estimation and Applications. Gazi University Journal of Science, vol.33, no.1, 2020, ss.249 - 263. 10.35378/gujs.539929
AMA ACITAS S,Arslan T,SENOGLU B Slash Maxwell Distribution: Definition, Modified Maximum Likelihood Estimation and Applications. Gazi University Journal of Science. 2020; 33(1): 249 - 263. 10.35378/gujs.539929
Vancouver ACITAS S,Arslan T,SENOGLU B Slash Maxwell Distribution: Definition, Modified Maximum Likelihood Estimation and Applications. Gazi University Journal of Science. 2020; 33(1): 249 - 263. 10.35378/gujs.539929
IEEE ACITAS S,Arslan T,SENOGLU B "Slash Maxwell Distribution: Definition, Modified Maximum Likelihood Estimation and Applications." Gazi University Journal of Science, 33, ss.249 - 263, 2020. 10.35378/gujs.539929
ISNAD ACITAS, SUKRU vd. "Slash Maxwell Distribution: Definition, Modified Maximum Likelihood Estimation and Applications". Gazi University Journal of Science 33/1 (2020), 249-263. https://doi.org/10.35378/gujs.539929