Results 11 to 20 of about 146 (130)

Bayesian Estimation of Student-t GARCH Model Using Lindley’s Approximation

ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2019
The dependency of conditional second moments of financial time series is modelled by Generalized Autoregressive conditionally heteroscedastic (GARCH) processes. The maximum likelihood estimation (MLE) procedure is most commonly used for estimating the unknown parameters of a GARCH model.
Arı, Yakup, Papadopoulos, Alex
openaire   +2 more sources

Bayesian inference on reliability parameter with non-identical-component strengths for Rayleigh distribution [PDF]

Journal of Mahani Mathematical Research
In this paper, we delve into Bayesian inference related to multi-component stress-strength parameters, focusing on non-identical component strengths within a two-parameter Rayleigh distribution under the progressive first failure censoring scheme.
Akram Kohansal
doaj   +2 more sources

Estimation of the Inverse Weibull Distribution Parameters under Type-I Hybrid Censoring

Austrian Journal of Statistics, 2021
The hybrid censoring is a mixture of type-I and type-II censoring schemes. This paper presents the statistical inferences of the inverse Weibull distribution parameters when the data are type-I hybrid censored.
Mohammad Kazemi, Mina Azizpoor
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Bayesian Analysis for the Modified Frechet–Exponential Distribution with Covid-19 Application

Cumhuriyet Science Journal, 2023
In this manuscript, the maximum likelihood estimators and Bayes estimators for the parameters of the modified Frechet–exponential distribution. Because the Bayes estimators cannot be obtained in closed forms, the approximate Bayes estimators are computed
Neriman Akdam
doaj   +1 more source

On Optimal Progressive Censoring Schemes from Models with U-Shaped Hazard Rate: A Comparison between Conventional and Fuzzy Priors

Journal of Function Spaces, 2022
This paper explores the optimal censoring schemes from models with U-shaped hazard rates (USHRs) using Bayesian methods. Topp-Leone (TL) distribution has been considered as a special case.
Navid Feroze, Muhammad Noor-ul-Amin, Maryam Sadiq, Md. Moyazzem Hossain   +3 more
doaj   +1 more source

Bayesian and Non-Bayesian Inference for Weibull Inverted Exponential Model under Progressive First-Failure Censoring Data

Mathematics, 2022
In this article, the estimation of the parameters and the reliability and hazard functions for Weibull inverted exponential (WIE) distribution is considered based on progressive first-failure censoring (PFFC) data.
Abdullah Fathi, Al-Wageh A. Farghal, Ahmed A. Soliman   +2 more
doaj   +1 more source

Bayes Estimators of Exponentiated Inverse Rayleigh Distribution using Lindleys Approximation

Asian Research Journal of Mathematics, 2021
In this paper, Bayes estimators of the unknown shape and scale parameters of the Exponentiated Inverse Rayleigh Distribution (EIRD) have been derived using both the frequentist and bayesian methods. The Bayes theorem was adopted to obtain the posterior distribution of the shape and scale parameters of an Exponentiated Inverse Rayleigh Distribution ...
Kafayat Tolani Uthman, Taiwo Mobolaji Adegoke, Bashiru Omeiza Sule   +2 more
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Estimation of Reliability in Multi-Component Stress-Strength Model Following Exponentiated Pareto Distribution [PDF]

The Egyptian Statistical Journal, 2012
This article deals with the Bayesian and non-Bayesian estimation of reliability of an s-out-of-k system with identical component strengths which are subjected to a common stress. Assuming that both stress and strength are assumed to have an exponentiated
Heba M.Basheikh, Amal S.Hassan
doaj   +1 more source

On the Estimation of Parameters and Reliability Functions of a New Two-Parameter Lifetime Distribution based on Type II Censoring

Statistica, 2021
We consider here the generalization of the Bilal distribution proposed by Abd-Elrahman (2017) by zeroing in on two measures of reliability, R(t) and P, based on type II censoring. We obtain point estimators namely, λ and θ, of the above said distribution,
Ajit Chaturvedi, Taruna Kumari, Vijay Kumar Pandey   +2 more
doaj   +1 more source

Estimation of the Parameters of the Lomax Distribution using the EM Algorithm and Lindley Approximation [PDF]

Mathematical Researches, 2019
Estimation of statistical distribution parameter is one of the important subject of statistical inference. Due to the applications of Lomax distribution in business, economy, statistical science, queue theory, internet traffic modeling and so on, in this paper, the parameters of Lomax distribution under type II censored samples using maximum likelihood
Roshanak Zaman, Parviz Nasiri
openaire   +2 more sources