The pitman estimator of the gamma scale parameter and comparing it with some estimation methods
Other Title(s)
مقدر بيتمان لمعممة قياس كاما و مقارنتها مع بعض الطرائق الأخرى للتقدير
Author
Source
al-Anbar University Journal of Economic and Administration Sciences
Issue
Vol. 9, Issue 18 (30 Jun. 2017), pp.408-435, 28 p.
Publisher
University of Anbar Department of Economics and Administration-Ramadi
Publication Date
2017-06-30
Country of Publication
Iraq
No. of Pages
28
Main Subjects
Economics & Business Administration
Abstract EN
The research studied the Pitman Estimation Method for estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter for for for for the two parameter Gamma Distribution, and compared it with some estimation methods for estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter estimation the scale parameter .
The methods are: Maximum likelihood Estimator Method (MLE), Standard Bayesian Method (SB), Furthermore; the researcher suggested two mixture methods for estimation; the first Mixture Method between Maximum Likelihood Estimator Method and Pitman Method (MIX I), and the second Mixture Method between Standard Bayesian Method and Pitman Method (MIX II).
Comparison was conducted between the methods mentioned above to estimate the scale parameter in the experimental aspect to find the best estimation method.
Generally, a comparison between the estimation methods of estimating the scale parameter is made using the relative efficiency of the risk efficiency under squared error loss function to find the best method through Monte Carlo simulation.
Simulation examples are worked out, where the generation of random data, depending on the different sample sizes and run size (L=1000).
The Pitman method is found to be the best method for estimation the scale parameter.
American Psychological Association (APA)
Mawlud, Kurdistan Ibrahim. 2017. The pitman estimator of the gamma scale parameter and comparing it with some estimation methods. al-Anbar University Journal of Economic and Administration Sciences،Vol. 9, no. 18, pp.408-435.
https://search.emarefa.net/detail/BIM-843767
Modern Language Association (MLA)
Mawlud, Kurdistan Ibrahim. The pitman estimator of the gamma scale parameter and comparing it with some estimation methods. al-Anbar University Journal of Economic and Administration Sciences Vol. 9, no. 18 (2017), pp.408-435.
https://search.emarefa.net/detail/BIM-843767
American Medical Association (AMA)
Mawlud, Kurdistan Ibrahim. The pitman estimator of the gamma scale parameter and comparing it with some estimation methods. al-Anbar University Journal of Economic and Administration Sciences. 2017. Vol. 9, no. 18, pp.408-435.
https://search.emarefa.net/detail/BIM-843767
Data Type
Journal Articles
Language
English
Notes
Record ID
BIM-843767