Author(s):
1. Mohamed Aboraya:
Department of Applied, Mathematical and Actuarial Statistics, Faculty of Commerce, Damietta University,Damietta,Egypt
2. M. Masoom Ali:
Department of Mathematical Sciences Ball State University,Muncie, Indiana 47306,USA
3. Haitham M. Yousof:
Department of Statistics, Mathematics and Insurance, Benha University,Benha 13518,Egypt
4. Mohamed Ibrahim:
Department of Applied, Mathematical and Actuarial Statistics, Faculty of Commerce, Damietta University,Damietta,Egypt
Abstract:
In this work, we introduced a new three-parameter Nadarajah-Haghighi model. We derived explicit expressions for some of its statistical properties. The Farlie Gumbel Morgenstern, modified Farlie Gumbel Morgenstern, Clayton, Renyi and Ali-Mikhail-Haq copulas are used for deriving some bivariate type extensions. We consider maximum likelihood, Cramér-vonMises, ordinary least squares, weighted least squares, Anderson Darling, right tail Anderson Darling and left tail Anderson Darling estimation procedures to estimate the unknown model parameters. Simulation study for comparing estimation methods is performed. An application for comparing methods as also presented. The maximum likelihood estimation method is the best method. However, the other methods performed well. Another application for comparing the competitive models is investigated.
Page(s):
437-463
Published:
Journal: Pakistan Journal of Statistics and Operation Research, Volume: 18, Issue: 2, Year: 2022
Keywords:
Moments
,
Generating Function
,
Maximum likelihood estimation
,
Farlie Gumbel Morgenstern
,
Nadarajah Haghighi model
,
Anderson Darling
,
Ordinary Least Squares
References:
References are not available for this document.
Citations
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