Statistical inference for doubly geometric process with exponential distribution

Mustafa Hilmi PEKALP; Gültaç EROĞLU İNAN; Halil AYDOĞDU

doi:https://doi.org/10.15672/hujms.784055

Article Details

Statistical inference for doubly geometric process with exponential distribution

Authors:

Mustafa Hilmi PEKALP | Gültaç EROĞLU İNAN | Halil AYDOĞDU

Publisher:

Hacettepe University

Main Topics:

Analysis

Journal:

Hacettepe Journal of Mathematics and Statistics 2021 Vol.50 Issue 5, pp.1560-1571

Document Type:

Article

Publication Date:

10/2021

Document Language:

English

Document ID (Org No.):

2000450532

Frequency:

Bimonthly

eISSN:

2651-477X

pISSN:

2651-477X

DOI:

https://doi.org/10.15672/hujms.784055

Abstract:

 

The geometric process is widely applied as a stochastic monotone model in many practical applications since its introduction. However, it sometimes does not satisfy some requirements in the real-world applications due to model limitations. For this reason, it is proposed a new stochastic model which is called doubly geometric process. In the applications of the doubly geometric process, the estimation problem associated with the process arises naturally. In this study, the statistical inference problem for the doubly geometric process is considered by assuming that the distribution of the first interarrival time has an exponential distribution. The maximum likelihood method is used to estimate the model parameters of the doubly geometric process and the parameter of distribution. The joint distribution of the maximum likelihood estimators is obtained. A simulation study is presented to evaluate the small sample performance of the estimators with different parameter values. Finally, three real-world-data sets are used to illustrate the applicability of the methods.

Article Details

Statistical inference for doubly geometric process with exponential distribution

Authors: Mustafa Hilmi PEKALP | Gültaç EROĞLU İNAN | Halil AYDOĞDU

Publisher: Hacettepe University

Main Topics: Analysis

Journal: Hacettepe Journal of Mathematics and Statistics 2021 Vol.50 Issue 5, pp.1560-1571

Document Type: Article

Publication Date: 10/2021

Document Language: English

Document ID (Org No.): 2000450532

Frequency: Bimonthly

eISSN: 2651-477X

pISSN: 2651-477X

DOI: https://doi.org/10.15672/hujms.784055

Issues

Authors:

Mustafa Hilmi PEKALP | Gültaç EROĞLU İNAN | Halil AYDOĞDU

Publisher:

Hacettepe University

Main Topics:

Analysis

Journal:

Hacettepe Journal of Mathematics and Statistics 2021 Vol.50 Issue 5, pp.1560-1571

Document Type:

Article

Publication Date:

10/2021

Document Language:

English

Document ID (Org No.):

2000450532

Frequency:

Bimonthly

eISSN:

2651-477X

pISSN:

2651-477X

DOI:

https://doi.org/10.15672/hujms.784055