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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

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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
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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
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