On Inference about Tilt Parameter in Marshall-Olkin Family of Distributions
- https://doi.org/10.2991/jsta.2018.17.2.6How to use a DOI?
- Tilt parameter; Marshall-Olkin distribution; Maximum likelihood estimation; Maximum spacing estimation; Least-squares estimation; coverage probability; score test; Insulating fluid data
Marshall and Olkin [
] introduced a method for constructing a new distribution by adding a new parameter, called tilt parameter, to a parent distribution. It is observed that adding this parameter leads to a more flexible model than the parent model. In this paper, different estimators for tilt parameter as a major parameter are presented. Their performances are compared using Monte Carlo simulations. Hypothesis testing and interval estimation of tilt parameter using Rao score test is discussed. 1997 84 641 652
- Copyright © 2018, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article under the CC BY-NC license (http://creativecommons.org/licences/by-nc/4.0/).
Cite this article
TY - JOUR AU - Mostafa Tamandi PY - 2018 DA - 2018/06/30 TI - On Inference about Tilt Parameter in Marshall-Olkin Family of Distributions JO - Journal of Statistical Theory and Applications SP - 261 EP - 270 VL - 17 IS - 2 SN - 2214-1766 UR - https://doi.org/10.2991/jsta.2018.17.2.6 DO - https://doi.org/10.2991/jsta.2018.17.2.6 ID - Tamandi2018 ER -