Moments and Estimation of the Exponentiated Moment Exponential Distribution

Devendra KUMAR

doi:https://doi.org/10.36753/mathenot.421415

Article Details

Moments and Estimation of the Exponentiated Moment Exponential Distribution

Authors:

Devendra KUMAR

Publisher:

Murat TOSUN

Journal:

Mathematical Sciences and Applications E-Notes 2016 Vol.4 Issue 1, pp.94-112

Document Type:

Article

Publication Date:

4/2016

Document Language:

English

Document ID (Org No.):

2000542201

Frequency:

Quarterly

eISSN:

2147-6268

DOI:

https://doi.org/10.36753/mathenot.421415

Abstract:

 


A new extension of moment exponential distribution, called exponentiated moment exponential distribution
(EMED), was recently introduced by Hasnain [14]. Based on lower generalized order statistics, we
first derive the explicit expressions as well as recurrence relations for single and product moments of lower
generalized order statistics and we use these results to compute the means, variances and coefficients of
skewness and kurtosis of EMED. Further, using a recurrence relation for single moment, we obtain characterization
of EMED. Next we obtain the maximum likelihood estimators of the unknown parameters
and the approximate confidence intervals of the EMED. Finally, we consider Bayes estimation under the
symmetric and asymmetric loss functions using gamma priors for both shape and scale parameters. We
have are also derived the Bayes interval of this distribution. Monte Carlo simulations are performed to
compare the performances of the proposed methods. 

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Article Details

Moments and Estimation of the Exponentiated Moment Exponential Distribution

Authors: Devendra KUMAR

Publisher: Murat TOSUN

Journal: Mathematical Sciences and Applications E-Notes 2016 Vol.4 Issue 1, pp.94-112

Document Type: Article

Publication Date: 4/2016

Document Language: English

Document ID (Org No.): 2000542201

Frequency: Quarterly

eISSN: 2147-6268

DOI: https://doi.org/10.36753/mathenot.421415

Issues

Authors:

Devendra KUMAR

Publisher:

Murat TOSUN

Journal:

Mathematical Sciences and Applications E-Notes 2016 Vol.4 Issue 1, pp.94-112

Document Type:

Article

Publication Date:

4/2016

Document Language:

English

Document ID (Org No.):

2000542201

Frequency:

Quarterly

eISSN:

2147-6268

DOI:

https://doi.org/10.36753/mathenot.421415