On the Estimation of Parameter of Weighted Sums of Exponential Distribution. (4th March 2014)

• Record Type: Journal Article
• Authors: Abbasi, N.; Namju, A.; Safari, N.
• Other Names: Deng S. Academic Editor.; Wang W. Academic Editor.
• Is Part Of: Chinese journal of mathematics. Volume 2014(2014)
• Publication Date: 2014-03-04
• Subjects: Mathematics -- Periodicals; Mathematics; Periodicals
• DOI: 10.1155/2014/241964
• Languages: English
• ISSNs: 2314-8071

Abstract

Abstract : The random variableZ n, α = Y 1 + 2 α Y 2 + ⋯ + n α Y n, withα ∈ ℝ andY 1, Y 2, … being independent exponentially distributed random variables with mean one, is considered. Van Leeuwaarden and Temme (2011) attempted to determine good approximation of the distribution ofZ n, α . The main problem is estimating the parameterα that has the main state in applicable research. In this paper we show that estimating the parameterα by using the relation betweenα and mode is available. The mean square error values are obtained for estimatingα by mode, moment method, and maximum likelihood method.