Scopus
🔓 Açık Erişim YÖKSİS Eşleşti
A novel differential evolution algorithm approach for estimating the parameters of Gamma distribution: An application to the failure stresses of single carbon fibres
Hacettepe Journal of Mathematics and Statistics · Ağustos 2020
YÖKSİS Kayıtları
A novel differential evolution algorithm approach for estimating the parameters of Gamma distribution: An application to the failure stresses of single carbon fibres
Hacettepe Journal of Mathematics and Statistics · 2020 SCI-Expanded
DOKTOR ÖĞRETİM ÜYESİ AYNUR YONAR →
A novel differential evolution algorithm approach for estimating the parameters of Gamma distribution: An application to the failure stresses of single carbon fibres
Hacettepe Journal of Mathematics and Statistics · 2020 SCI-Expanded
PROFESÖR NİMET YAPICI PEHLİVAN →
Makale Bilgileri
DergiHacettepe Journal of Mathematics and Statistics
Yayın TarihiAğustos 2020
Cilt / Sayfa49 · 1493-1514
Scopus ID2-s2.0-85090810897
Erişim🔓 Açık Erişim
Özet
Three-parameter (3-p) Gamma distribution is widely used to model for skewed data in the reliability field. Thus, the problem of parameter estimation for the Gamma distribution has remained significant and interesting in all times. The maximum likelihood (ML) and the least square (LS) are the most popular methods in the parameter estimation. In this study, a novel Differential Evolution (DE) algorithm is proposed for the ML and LS estimation of the parameters of the 3-p Gamma distribution. This approach overcomes the problem of how to determine the search space of the DE by utilizing a new search space based on the confidence interval. The modified maximum likelihood and the profile likelihood methods are considered to constitute the confidence interval. In order to exam-ine the performance of the proposed approach, an extensive Monte Carlo simulation study and a real data application are performed. The results show that this proposed approach is effective for estimating the parameters of the 3-p Gamma distribution with respect to mean square error and deficiency criteria.
Yazarlar (2)
1
Aynur Yonar
2
Nimet Yapıcı Pehlivan
Anahtar Kelimeler
Differential evolution
Gamma distribution
Least square
Maximum likelihood
Monte carlo simulation
Parameter estimation
Kurumlar
Selçuk Üniversitesi
Selçuklu Turkey
Metrikler
3
Atıf
2
Yazar
6
Anahtar Kelime