Bias-Correction Methods for the Unit Exponential Distribution and Applications
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
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機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/125882 )

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