Simulation Study for Some Estimators of Exponential Distribution

Irtefaa Abdulkadhim Neama; Fahad Ghalib Abdulkadhim

doi:https://doi.org/10.14445/22315373/IJMTT-V10P515

International Journal of Mathematics Trends and Technology

Research Article | Open Access | Download PDF

Volume 10 | Number 2 | Year 2014 | Article Id. IJMTT-V10P515 | DOI : https://doi.org/10.14445/22315373/IJMTT-V10P515

Simulation Study for Some Estimators of Exponential Distribution

Irtefaa Abdulkadhim Neama , Fahad Ghalib Abdulkadhim

Citation :

Irtefaa Abdulkadhim Neama , Fahad Ghalib Abdulkadhim, "Simulation Study for Some Estimators of Exponential Distribution," International Journal of Mathematics Trends and Technology (IJMTT), vol. 10, no. 2, pp. 93-98, 2014. Crossref, https://doi.org/10.14445/22315373/IJMTT-V10P515

Abstract

In this study we have some estimators for exponential distribution in simulation study. These estimators were classical estimator like maximum likelihood estimator (MLE) and robust estimators that is called MAD/MED robust estimator. These methods are used to estimate the parameter of exponential distribution  . We applied the simulation in MATLAB and then compared the results that we have them. The results of the study proved that the method of MAD/MED robust is better than the classical method MSE in the event that the data regular (without pollution) or contaminated.

Keywords

Maximum Likelihood estimator, M- Estimator, MAD/MED Robust estimator, Exponential Distribution, Simulation

References

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