WSEAS Transactions on Mathematics
Print ISSN: 1109-2769, E-ISSN: 2224-2880
Volume 23, 2024
Penalized Likelihood Parameter Estimation in the Quasi Lindley and Nadarajah-Haghighi Distributions
Authors: Marwa Mohamed Hamada, Mahmoud Raid Mahmoud, Rasha Mohamed Mandouh
Abstract: The issues of performing inference on the parameters of quasi-Lindley (QL) distribution and Nadarajah-Haghighi exponential distribution (N-H) is addressed. It is shown graphically that the likelihood function of the quasi-Lindley distribution and Nadarajah-Haghighi exponential distribution is configured with a flat monotone shape. Which makes it very difficult to pick the values of the parameters that maximize the likelihood function. A penalization scheme is used to improve maximum likelihood point estimation. A penalization scheme based on the Jeffreys prior.
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Keywords: Jeffreys Prior, Maximum Likelihood Estimation, Monotone Likelihood, Penalized Likelihood Estimation, Quasi Lindely Distribution, Nadarajah-Haghighi Exponential Distribution
Pages: 132-146
DOI: 10.37394/23206.2024.23.16
WSEAS Transactions on Mathematics, ISSN / E-ISSN: 1109-2769 / 2224-2880, Volume 23, 2024, Art. #16