Penalized Likelihood Parameter Estimation in the Quasi Lindley and Nadarajah-Haghighi Distributions-Reference-Cited by-同舟云学术

Penalized Likelihood Parameter Estimation in the Quasi Lindley and Nadarajah-Haghighi Distributions

Published:2024-03-08 Issue: Volume:23 Page:132-146
ISSN:2224-2880
Container-title:WSEAS TRANSACTIONS ON MATHEMATICS
language:en
Short-container-title:

Author:

Hamada Marwa Mohamed¹,Mahmoud Mahmoud Raid¹,Mandouh Rasha Mohamed¹

Affiliation:

1. Department of Mathematical Statistics, Cairo University, Faculty of Graduate Studies for Statistical Research, Cairo, EGYPT

Abstract

The issues of performing inference on the parameters of quasi-Lindley (QL) distribution and Nadarajah-Haghighi exponential distribution (N-H) is addressed. It is shown graphically that the likelihood function of the quasi-Lindley distribution and Nadarajah-Haghighi exponential distribution is configured with a flat monotone shape. Which makes it very difficult to pick the values of the parameters that maximize the likelihood function. A penalization scheme is used to improve maximum likelihood point estimation. A penalization scheme based on the Jeffreys prior.

Publisher

World Scientific and Engineering Academy and Society (WSEAS)

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