Maximization of Likelihood Estimations for Some Exponential Distributions Family

المؤلفون

  • عباس كولمراد بك مراد جامعة السليمانية
  • سميرة محمد صالح جامعة السليمانية

الكلمات المفتاحية:

Maximization of likelihood estimations (MLE), exponential family, density functions, fitdistrplus package, Grammer von misses distance.

الملخص

    In this paper, we attempt to diagnosis of some of exponential distributions, represent by the normal distribution as a criteria with two others distributions (Gamma & Exponential) distributions we attempt to analyze the effect of the number of parameter(s) two or one parameter(s) in the distribution on the maximize likelihood estimation for the three distributions. That proved the maximum likelihood estimates (MLE’s) of the parameters; it's obtained by using some packages (e.g. fitdistrplus) insides some algorithms in (R) that based on behavior of the simulated data like parameter and sample size.  A comparison is carried out between the mentioned distributions based on the classical kolmogrov-smirnov distance to minimize distance estimation test statistic and Grammer von misses distance, to emphasize that which distribution fitted to the data better than the other models. After completing this, A good preface to some distributions is to summarize the relationships between observations. How to calculate and Plot Probability and Density Functions the normal distribution.

المراجع

Christian walck ,2007,” statistical distribution for experimentalists “ university of Stockholm

David M. Blei ,2014 “the exponentials family “Columbia university .

Douglas G. Altman, J.Martin Bland,1995,” the normal distribution “Medical statistics Laboratory, London .

Eugene F. Fama & Richard Rolla (2014),’’ Some Properties of Symmetric Stable Distributions ‘’Journal of the American Statistical Association.

Eric Xing ,2009, probabilistic graphical models “School of Computer Science Carnegie Mellon

Eugenef. F. Fama,Richard Roll,(2014),” some properties of symmetric stable distributions“ journal of the American statistical association .

Gauss M. Cordeiro,, Edwin M.M. Ortega and Artur J. Lemonte,(2013),’’ The exponential–Weibull lifetime distribution’’ Journal of Statistical Computation and Simulation.

Jimmy Reyes, Emilio Gómez-Déniz,Héctor W.Gómez and Enrique Calderín-Ojeda,(2021 ) ‘’A Bimodal Extension of the Exponential Distribution with Applications in Risk Theory’’

Rameshwar D. Gupta and Debasis Kundu (2006), ’’Closeness of Gamma and Generalized Exponential Distribution. Communication in statistics Theory and Methods Vol. 32, No. 4, pp. 705–721.

Robert V.Hogg, Allent.T. Craig and . McKean W.Joseph (2019) “introduction of mathematical statistics “8th edition .Pearson Education Inc.USA.

Sivakumar Rathinam & Jordan,(2004),” the exponentials family “stat241 A statistical learning theory .lecture 11 .

Teffen Lauitzen ,Michaelmas team, ,2004,” maximum likelihood in exponentials family”lecture 6 ,university of oxford .

Thomos A.Severinl ,(2005),”Elements of distribution theory “Cambridge university press .Newwork .USA .

Laio, F. (2004),” Cramer–von Mises and Anderson-Darling goodness of fit tests for extreme value distributions with unknown parameters”, Water Resour. Res., 40 .

Mathias Niepert , Pasquale Minervini and Luca Franceschi.(2021) “Implicit MLE: Back propagating Through Discrete Exponential Family Distributions” .

Ogbonna C.Justin ,(2004),”statistical distribution theory “1th edition .Nkems Printing press.

Pishro Hossein-Nik ,(2021),”introduction to probability statistics and ransom process “

Weiwen Miao and Marjorie Hahn.(1997),”Existence of MLE for multi-Dimensonal exponential families “Scandinavian journal of statistics ,vol,24,No.3 pp(371-386).

W. J. Conover(1999),”Practical Nonparametric Statistical ” ,3rd edition, pp.428-433 (6.1), John Wiley & Sons, Inc. New York.

Gaussian probability density function

التنزيلات

منشور

2024-06-09

كيفية الاقتباس

Abbas Gulmurad Beg Murad, & Samira Muhamad salh. (2024). Maximization of Likelihood Estimations for Some Exponential Distributions Family. المجلة العراقية للعلوم الادارية, 19(76), 233–250. استرجع في من https://mail.journals.uokerbala.edu.iq/index.php/ijas/article/view/1818