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學年
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110 |
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學期
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2 |
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出版（發表）日期
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2022-03-17 |
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作品名稱
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Bias Correction Method for Log-Power-Normal Distribution |
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作品名稱（其他語言）
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著者
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Tzong-Ru Tsai; Yuhlong Lio; Ya-Yen Fan; Che-Pin Cheng |
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單位
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出版者
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著錄名稱、卷期、頁數
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Mathematics 10(6), 955 |
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摘要
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The log-power-normal distribution is a generalized version of the log-normal distribution.
The maximum likelihood estimation method is the most popular method to obtain the estimates of
the log-power-normal distribution parameters. In this article, we investigate the performance of the
maximum likelihood estimation method for point and interval inferences. Moreover, a simple method
that has less impact from the subjective selection of the initial solutions to the model parameters
is proposed. The bootstrap bias correction method is used to enhance the estimation performance
of the maximum likelihood estimation method. The proposed bias correction method is simple for
use. Monte Carlo simulations are conducted to check the quality of the proposed bias correction
method. The simulation results indicate that the proposed bias correction method can improve
the performance of the maximum likelihood estimation method with a smaller bias and provide a
coverage probability close to the nominal confidence coefficient. Two real examples about the air
pollution and cement’s concrete strength are used for illustration. |
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關鍵字
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bias correction;log-power-normal distribution;maximum likelihood estimation;Monte Carlo simulation;quality control |
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語言
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en |
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ISSN
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2227-7390 |
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期刊性質
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國外 |
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收錄於
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SCI
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產學合作
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通訊作者
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Yuhlong Lio |
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審稿制度
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是 |
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國別
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CHE |
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公開徵稿
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出版型式
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,電子版 |