Warsono, Warsono and Waryoto, Waryoto and Usman, Mustofa and Wamiliana, Wamiliana (2018) ESTIMATION OF PARAMETERS OF GENERALIZED BETA OF THE SECOND KIND (GB2) DISTRIBUTION BY MAXIMUM LIKELIHOOD ESTIMATION (MLE) AND NEWTON-RAPHSON ITERATION. Far East Journal of Mathematical Sciences (FJMS). pp. 1-20. ISSN 0972-0871

[img] Text
ESTIMATION OF PARAMETERS OF GENERALIZED........pdf

Download (256kB)

Abstract

The aim of this study is to derive the estimates of the parameters of generalized beta of the second kind (GB2) distribution by using the maximum likelihood estimation (MLE). Due to the difficulty in finding the analytical solution by MLE approach, the estimate is determined numerically by using iteration and Newton-Raphson methods. The Newton-Raphson method is used to estimate parameters, to find a confidence interval, to estimate the bias, and toestimate the variance for some difference sample size configuration viz. for n= 30,5, 100 ,20 and 500. The estimation of the parameters a, b, p and q attains the values close to the real value of the parameters. If the size of the sample increases, the confidence interval becomes narrower and the bias and variance become smaller.

Item Type: Article
Subjects: Q Science > QA Mathematics
Divisions: Fakultas Matematika dan Ilmu Pengetahuan Alam (FMIPA) > Prodi Matematika
Depositing User: WAMILIANA
Date Deposited: 24 Oct 2018 01:49
Last Modified: 24 Oct 2018 01:49
URI: http://repository.lppm.unila.ac.id/id/eprint/8775

Actions (login required)

View Item View Item