Estimation of parameters of the Gompertz distribution using the least squares method | |
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學年 | 93 |
學期 | 1 |
出版(發表)日期 | 2004-10-25 |
作品名稱 | Estimation of parameters of the Gompertz distribution using the least squares method |
作品名稱(其他語言) | |
著者 | 吳忠武; Wu, Jong-wuu; Hung, W. L.; Tsai, C. H. |
單位 | 淡江大學統計學系 |
出版者 | Elsevier |
著錄名稱、卷期、頁數 | Applied Mathematics and Computation 158(1), pp.133-147 |
摘要 | The Gompertz distribution has been used to describe human mortality and establish actuarial tables. Recently, this distribution has been again studied by some authors. The maximum likelihood estimates for the parameters of the Gompertz distribution has been discussed by Garg et al. [J. R. Statist. Soc. C 19 (1970) 152]. The purpose of this paper is to propose unweighted and weighted least squares estimates for parameters of the Gompertz distribution under the complete data and the first failure-censored data (series systems; see [J. Statist. Comput. Simulat. 52 (1995) 337]). A simulation study is carried out to compare the proposed estimators and the maximum likelihood estimators. Results of the simulation studies show that the performance of the weighted least squares estimators is acceptable. |
關鍵字 | Gompertz distribution;Least squares estimate;Maximum likelihood estimate;First failure-censored;Series system |
語言 | en |
ISSN | 0096-3003 |
期刊性質 | 國內 |
收錄於 | |
產學合作 | |
通訊作者 | |
審稿制度 | 否 |
國別 | TWN |
公開徵稿 | |
出版型式 | ,電子版 |
相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/20684 ) |