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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
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

[1] M. Ahsonullah & G. hamedani , " Exponential distribution , Theory and method" , Nova Science Puplishers , Inc. , New York , 2010.
[2] Larsen R.J. ,and Marx M.L. ,''Mathematical statistics and applications'' , PERSON , 5th Edition , 2012.
[3] Kapur J.N. ,and Saxena H.C. ,''Mathematical statistic '' , S. CHAND &Company LTD., 2009.
[4] Olive D. J, " Applied Robust Statistics " , Southern Illinois University , 2008 .
[5] Gather U. and Schultze V. , " Robust Estimation of Scale of an Exponential Distribution " , Department of Statistics , university of Dortmund , 87, D-44221 , Germany
[6] Davis Timothy A. ,Sigmon K.,"MATLAB Primer ",CHAPMAN & HALL /CRC,2005.
[7] J. Banks, J. Carson, B. Nelson, D. Nicol ''Discrete-Event System Simulation'' Prentice Hall. p. 3. ISBN 0-13- 088702-1,2001. http://en.wikipedia.org/wiki/Simulation

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

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