Tilt parameter; Marshall-Olkin distribution; Maximum likelihood estimation; Maximum spacing estimation; Least-squares estimation; coverage probability; score test; Insulating fluid data
Abstract
Marshall and Olkin [Biometrika199784641652] introduced a method for constructing a new distribution by adding a new parameter, called tilt parameter, to a parent distribution. It is observed that adding this parameter leads to a more flexible model than the parent model. In this paper, different estimators for tilt parameter as a major parameter are presented. Their performances are compared using Monte Carlo simulations. Hypothesis testing and interval estimation of tilt parameter using Rao score test is discussed.
TY - JOUR
AU - Mostafa Tamandi
PY - 2018
DA - 2018/06/30
TI - On Inference about Tilt Parameter in Marshall-Olkin Family of Distributions
JO - Journal of Statistical Theory and Applications
SP - 261
EP - 270
VL - 17
IS - 2
SN - 2214-1766
UR - https://doi.org/10.2991/jsta.2018.17.2.6
DO - 10.2991/jsta.2018.17.2.6
ID - Tamandi2018
ER -