期刊論文
| 學年 | 112 |
|---|---|
| 學期 | 2 |
| 出版（發表）日期 | 2024-06-12 |
| 作品名稱 | Bias-Correction Methods for the Unit Exponential Distribution and Applications |
| 作品名稱（其他語言） | |
| 著者 | Fan, Ya-yen; Tsai, Tzong-ru |
| 單位 | |
| 出版者 | |
| 著錄名稱、卷期、頁數 | Mathematics 12(12), 1828 |
| 摘要 | The bias of the maximum likelihood estimator can cause a considerable estimation error if the sample size is small. To reduce the bias of the maximum likelihood estimator under the small sample situation, the maximum likelihood and parametric bootstrap bias-correction methods are proposed in this study to obtain more reliable maximum likelihood estimators of the unit exponential distribution parameters. The procedure to implement the bias-corrected maximum likelihood estimation method is derived analytically, and the steps to obtain the bias-corrected bootstrap estimators are presented. The simulation results show that the proposed maximum likelihood bootstrap bias-correction method can significantly reduce the bias and mean squared error of the maximum likelihood estimators for most of the parameter combinations in the simulation study. A soil moisture data set and a numerical example are used for illustration. |
| 關鍵字 | bias;maximum likelihood estimation;moment;Newton–Raphson algorithm |
| 語言 | en_US |
| ISSN | 2227-7390 |
| 期刊性質 | 國外 |
| 收錄於 | SCI Scopus |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 是 |
| 國別 | CHE |
| 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/987654321/125882 ) |