Skip to main content
Fachgebiete
Automobil + Motoren Bauwesen + Immobilien Business IT + Informatik Elektrotechnik + Elektronik Energie + Nachhaltigkeit Finance + Banking Management + Führung Marketing + Vertrieb Maschinenbau + Werkstoffe Versicherung + Risiko
DE
EN
Bücher
Zeitschriften
Themenseiten
Organisationspsychologie Projektmanagement Marketing Smart Manufacturing
Weitere Formate
Podcasts Webinare Technik Webinare Wirtschaft Kongresse Veranstaltungskalender Awards
Jetzt Einzelzugang starten
Zugang für Unternehmen
Referenzkunden
SLX-Digitalkonferenz: Zukunftswerkstatt 2024

Mehr Umsatz mit Top-Kontakten

Am 7. Mai erfahren Sie, wie Vertriebsteams Leadgenerierung, Leadnurturing und Leadstrategien effizient steuern können.
Erweiterte Suche
Anmelden
nach oben
Annals of Data Science
Erschienen in: Annals of Data Science 4/2016

15.09.2016

Estimation of the Lomax Distribution in the Presence of Outliers

verfasst von: Mehdi Jabbari Nooghabi

Erschienen in: Annals of Data Science | Ausgabe 4/2016

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

In this paper, we find the moment, maximum likelihood, least squares and weighted least squares estimators of the parameters of Lomax distribution in the presence of outliers. Also, the mixture estimator of these four methods is derived. Further, we discuss about the efficiency of the estimators. Analysis of a simulated data set and an actual example from an insurance company has been presented for illustrative purposes.
Vorheriger Artikel N-Folded Parallel String Matching Mechanism
Nächster Artikel A Goodness-of-Fit Test for Rayleigh Distribution Based on Hellinger Distance

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Jetzt informieren

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Jetzt informieren

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Jetzt informieren
Literatur
1.
Abramowitz M, Stegun AI (1970) Handbook of mathematical functions with formulas, graphs, and mathematical tables. Dover Publications, New York
2.
Afify EDE (2006) Order statistics from Pareto distribution. J Appl Sci 6(10):2151–2157CrossRef
3.
Ahmed A (1991) Characterization of beta, binomial and Poisson distributions. IEEE Trans Reliab 40:290–295CrossRef
4.
Ahsanullah M (1991) Record values of Lomax distribution. Stat Ned 41(1):21–29CrossRef
5.
6.
Al-Zahrani B, Al-Sobhi M (2013) On parameters estimation of Lomax distribution under general progressive censoring. J Qual Reliab Eng 2013:1–7CrossRef
7.
Arnold BC (1983) The Pareto distribution. International Cooperative Publishing House, Fairland
8.
Arnold BC, Castillo E, Sarabia JM (1998) Bayesian analysis for classical distributions using conditionally specified priors. Sankhya B 60(2):228–245
9.
Asrabadi BR (1990) Estimation in the Pareto distribution. Metrika 37:199–205CrossRef
10.
Balakrishnan N, Ahsanullah M (1994) Relations for single and product moments of record values from Lomax distribution. Sankhya-B 56(2):140–146
11.
Balkema A, Haan L (1974) Residual life time at great age. Ann Probab 2(5):792–804CrossRef
12.
Barnett V, Lewis T (1984) Outliers in statistical data. Wiley, New York
13.
Bryson MC (1974) Heavy-tailed distributions: properties and tests. Technometrics 16(1):61–68CrossRef
14.
Chikkagoudar MS, Kunchur SH (1980) Estimation of the mean of an exponential distribution in the presence of an outlier. Can J Stat 8:59–63CrossRef
15.
Childs A, Balakrishnan N, Moshref M (2001) Order statistics from non-identical right-truncated Lomax random variables with applications. Stat Papers 42(2):187–206CrossRef
16.
Cramer E, Schmiedt AB (2011) Progressively type-II censored competing risks data from Lomax distributions. Comput Stat Data Anal 55(3):1285–1303CrossRef
17.
Dixit UJ (1987) Characterization of the gamma distribution in the presence of \(k\) outliers. Bull. Bombay Math Colloq 4:54–59
18.
Dixit UJ (1989) Estimation of the parameters of the gamma distribution in the presence of outliers. Commun Stat Theory Methods 18(8):3071–3085CrossRef
19.
Dixit UJ, Jabbari Nooghabi M (2010) Efficient estimation in the Pareto distribution. Stat Methodol 7(6):687–691CrossRef
20.
Dixit UJ, Jabbari Nooghabi M (2011) Efficient estimation in the Pareto distribution with the presence of outliers. Stat Methodol 8(4):340–355CrossRef
21.
Dixit UJ, Jabbari Nooghabi M (2011) Efficient estimation of the parameters of the Pareto distribution in the presence of outliers. Commun Korean Stat Soc 18(6):817–835
22.
El-Din MM, Okasha HM, Al-Zahrani B (2013) Empirical bayes estimators of reliability performances using progressive type-II censoring from Lomax model. J Adv Res Appl Math 5(1):74–83CrossRef
23.
Ferguson TS (1961) On the rejection of outliers. In: Proc. 4th Berkeley symposium on mathematical statistics and probability, vol 1, pp 253–287
24.
Galambos J, Kotz S (1978) Characterization of probability distributions. In: Lecture notes in mathematics, vol 675. Springer, Berlin
25.
Ghitany ME, Al-Awadhi FA, Alkhalfan LA (2007) Marshall–Olkin extended lomax distribution and its application to censored data. Commun Stat Theory Methods 36(10):1855–1866CrossRef
26.
Grubbs FE (1950) Sample crieteria for testing outlying observations. Ann Math Stat 21:27–58CrossRef
27.
Grubbs FE (1969) Procedures for detecting outlying observations in samples. Technometrics 11:1–21CrossRef
28.
Harris CM (1968) The Pareto distribution as a queue series discipline. Oper Res 16:307–313CrossRef
29.
Hawkins DM (1980) Identification of outliers. Chapman and Hall, LondonCrossRef
30.
Howlader HA, Hossain AM (2002) Bayesian survival estimation of Pareto distribution of the second kind based on failurecensored data. Comput Stat Data Anal 38(3):301–314CrossRef
31.
Jabbari Nooghabi M, Khaleghpanah Nooghabi E (2016) On entropy of a Pareto distribution in the presence of outliers. Commun Stat - Theory Methods 45(17):5234–5250
32.
Johnson NL, Kotz S, Balakrishnan N (1995) Continuous univariate distribution, vol 2, 2nd edn. Wiley, New York
33.
Joshi PC (1972) Efficient estimation of mean of an exponential distribution when an outlier is present. Technometrics 15:137–143CrossRef
34.
Kale BK, Sinha SK (1971) Estimation of expected life in the presence of an outlier observation. Technometrics 13:755–759CrossRef
35.
Kendall MG, Buckland WR (1957) A dictionary of statistical terms. Longman, London
36.
Kern MD (1983) Minimum varince unbaised estimation in the Pareto distribution. Metrika 30:15–19CrossRef
37.
Khan AH, Abuammoh AM (1999) Characterization of distributions by conditional expectation of order statistics. J Appl Sci 9:159–168
38.
Malik HJ (1970) Estimation of the parameters of the Pareto distribution. Metrika 15:126–132CrossRef
39.
Miller RG Jr (1981) Simultaneous statistical inference, 2nd edn. Springer, New YorkCrossRef
40.
Pachner J (1984) Handbook of numerical analysis applications with programs for engineers and scientists. Mc Graw-Hill Inc., New York
41.
Pareto V (1897) Cours d’ economie politique. Rouge and Cie, Lausanne and Paris
42.
Rauhut BO (1982) Estimation of the mean of an Exponential distribution with an outlying observation. Commun Stat Theory Methods 11:1439–1452CrossRef
43.
Read RR (1981) Representation of certain covariance matrices with application to asymptotic efficiency. J Am Stat Assoc 76:148–154CrossRef
44.
Saksena Sk, Johnson AM (1984) Best unbiaesd estimators for the parameters of a two-parameter Pareto distribution. Metrika 31:77–83CrossRef
45.
Swain JJ, Venkatraman S, Wilson JR (1988) Least squares estimation of distribution function in Johnson’s translation system. J Stat Comput Simul 29(4):271–297CrossRef
46.
Veale JR (1975) Improved estimation of expected life when one identified suprious observation may be present. Am Stat Assoc 70:398–401CrossRef
Metadaten
Titel
Estimation of the Lomax Distribution in the Presence of Outliers
verfasst von
Mehdi Jabbari Nooghabi
Publikationsdatum
15.09.2016
Verlag
Springer Berlin Heidelberg
Erschienen in
Annals of Data Science / Ausgabe 4/2016
Print ISSN: 2198-5804
Elektronische ISSN: 2198-5812
DOI
https://doi.org/10.1007/s40745-016-0087-7

Weitere Artikel der Ausgabe 4/2016

Annals of Data Science 4/2016 Zur Ausgabe

OriginalPaper

A Goodness-of-Fit Test for Rayleigh Distribution Based on Hellinger Distance

OriginalPaper

N-Folded Parallel String Matching Mechanism

OriginalPaper

A Frame Work for XML Ontology to STEP-PDM from Express Entities: A String Matching Approach

OriginalPaper

Targeted Marketing Using Balance Optimization Subset Selection

OriginalPaper

Building Computational Virtual Reality Environment for Anesthesia

OriginalPaper

A Systematic Review on Minwise Hashing Algorithms

Premium Partner

    Bildnachweise