Statistical inference for geometric process with the Rayleigh distribution

Cenker BİÇER; Hayrinisa DEMİRCİ BİÇER; Mahmut KARA; Halil AYDOĞDU

doi:https://doi.org/10.31801/cfsuasmas.443690

Article Details

Statistical inference for geometric process with the Rayleigh distribution

Authors:

Cenker BİÇER | Hayrinisa DEMİRCİ BİÇER | Mahmut KARA | Halil AYDOĞDU

Publisher:

Ankara University

Journal:

Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 2019 Vol.68 Issue 1, pp.149-160

Document Type:

Article

Publication Date:

1/2019

Document Language:

English

Document ID (Org No.):

2000909420

Frequency:

Quarterly

eISSN:

2618-6470

pISSN:

1303-5991

DOI:

https://doi.org/10.31801/cfsuasmas.443690

Abstract:

 

The aim of this study is to investigate the solution of the statistical inference problem for the geometric process (GP) when the distribution of first occurrence time is assumed to be Rayleigh. Maximum likelihood (ML) estimators for the parameters of GP, where a and λ are the ratio parameter of GP and scale parameter of Rayleigh distribution, respectively, are obtained. In addition, we derive some important asymptotic properties of these estimators such as normality and consistency. Then we run some simulation studies by different parameter values to compare the estimation performances of the obtained ML estimators with the non-parametric modified moment (MM) estimators. The results of the simulation studies show that the obtained estimators are more efficient than the MM estimators.

Article Details

Statistical inference for geometric process with the Rayleigh distribution

Authors: Cenker BİÇER | Hayrinisa DEMİRCİ BİÇER | Mahmut KARA | Halil AYDOĞDU

Publisher: Ankara University

Journal: Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 2019 Vol.68 Issue 1, pp.149-160

Document Type: Article

Publication Date: 1/2019

Document Language: English

Document ID (Org No.): 2000909420

Frequency: Quarterly

eISSN: 2618-6470

pISSN: 1303-5991

DOI: https://doi.org/10.31801/cfsuasmas.443690

Issues

Authors:

Cenker BİÇER | Hayrinisa DEMİRCİ BİÇER | Mahmut KARA | Halil AYDOĞDU

Publisher:

Ankara University

Journal:

Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 2019 Vol.68 Issue 1, pp.149-160

Document Type:

Article

Publication Date:

1/2019

Document Language:

English

Document ID (Org No.):

2000909420

Frequency:

Quarterly

eISSN:

2618-6470

pISSN:

1303-5991

DOI:

https://doi.org/10.31801/cfsuasmas.443690