On Using Conventional and TL moments for the Estimation of a Mixture of Exponential Distributions, A Theoretical Review
- 1 Department of Mathematics, Al Qunfudha University College, Umm Al Qura University (K.S.A), P.O.Box 1109-21912, Saudi Arabia
Abstract
This paper focuses on derivation of a mixture of exponential distribution and Linear Moments (LM) and Trimmed Linear moments (TL) is derived for estimation of its parameters. A comparison was made between L-moments, TL-moments of two component mixture of exponential distributions and conventional moments. In intensive simulation study, empirical study results are in the favor of conventional moments, the reason is that the L and TL-moments provided sometimes nearly unbiased results; sometimes much biased. Due to this vast variation, admittedly this study is in the favor of the conventional moments even its results are not much accurate and efficient.
DOI: https://doi.org/10.3844/ajassp.2020.88.94
Copyright: © 2020 Habib Ahmed Elsayir. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
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Keywords
- Distribution Function
- Exponential Distribution L-moments and TL-moments
- Order Statistics
- Parameter Estimation
- Probability Density Function