TL-Moments for Type-I Censored Data with an Application to the Weibull Distribution

Mathematical and Computational Applications

Khalil, Fatma A.¹  Mahmoud, Mahmoud Riad²  Ibrahim, Hager A.³ 

[1] Author to whom correspondence should be addressed;Department of Mathematical Statistics, Institute of Statistics Studies and Research, Cairo University, Giza, Egypt;Department of Statistics, Faculty of Commerce, Al-Azhar University (Girls’ Branch), Cairo, Egypt

关键词: censored data;    estimation;    direct L-moments;    TL-moments;    maximum likelihood;    Weibull distribution;   

DOI  :  10.3390/mca23030047

学科分类：计算数学

来源: mdpi

【 摘 要 】

This paper aims to provide an adaptation of the trimmed L (TL)-moments method to censored data. The present study concentrates on Type-I censored data. The idea of using TL-moments with censored data may seem conflicting. However, our perspective is that we can use data censored from one side and trimmed from the other side. This study is applied to estimate the two unknown parameters of the Weibull distribution. The suggested point is compared with direct L-moments and maximum likelihood (ML) methods. A Monte Carlo simulation study is carried out to compare these methods in terms of estimate average, root of mean square error (RMSE), and relative absolute biases (RABs).

【 授权许可】

CC BY