Yıl: 2021 Cilt: 50 Sayı: 5 Sayfa Aralığı: 1560 - 1571 Metin Dili: İngilizce DOI: 10.15672/hujms.784055 İndeks Tarihi: 29-07-2022

Statistical inference for doubly geometric process with exponential distribution

Öz:
The geometric process is widely applied as a stochastic monotone model in many practical applications since its introduction. However, it sometimes does not satisfy some requirements in the real-world applications due to model limitations. For this reason, it is proposed a new stochastic model which is called doubly geometric process. In the applications of the doubly geometric process, the estimation problem associated with the process arises naturally. In this study, the statistical inference problem for the doubly geometric process is considered by assuming that the distribution of the first interarrival time has an exponential distribution. The maximum likelihood method is used to estimate the model parameters of the doubly geometric process and the parameter of distribution. The joint distribution of the maximum likelihood estimators is obtained. A simulation study is presented to evaluate the small sample performance of the estimators with different parameter values. Finally, three real-world-data sets are used to illustrate the applicability of the methods.
Anahtar Kelime: exponential distribution geometric process asymptotic normality doubly geometric process maximum likelihood estimation

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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APA Pekalp M, Eroglu Inan G, Aydoğdu H (2021). Statistical inference for doubly geometric process with exponential distribution. , 1560 - 1571. 10.15672/hujms.784055
Chicago Pekalp Mustafa Hilmi,Eroglu Inan Gultac,Aydoğdu Halil Statistical inference for doubly geometric process with exponential distribution. (2021): 1560 - 1571. 10.15672/hujms.784055
MLA Pekalp Mustafa Hilmi,Eroglu Inan Gultac,Aydoğdu Halil Statistical inference for doubly geometric process with exponential distribution. , 2021, ss.1560 - 1571. 10.15672/hujms.784055
AMA Pekalp M,Eroglu Inan G,Aydoğdu H Statistical inference for doubly geometric process with exponential distribution. . 2021; 1560 - 1571. 10.15672/hujms.784055
Vancouver Pekalp M,Eroglu Inan G,Aydoğdu H Statistical inference for doubly geometric process with exponential distribution. . 2021; 1560 - 1571. 10.15672/hujms.784055
IEEE Pekalp M,Eroglu Inan G,Aydoğdu H "Statistical inference for doubly geometric process with exponential distribution." , ss.1560 - 1571, 2021. 10.15672/hujms.784055
ISNAD Pekalp, Mustafa Hilmi vd. "Statistical inference for doubly geometric process with exponential distribution". (2021), 1560-1571. https://doi.org/10.15672/hujms.784055
APA Pekalp M, Eroglu Inan G, Aydoğdu H (2021). Statistical inference for doubly geometric process with exponential distribution. Hacettepe Journal of Mathematics and Statistics, 50(5), 1560 - 1571. 10.15672/hujms.784055
Chicago Pekalp Mustafa Hilmi,Eroglu Inan Gultac,Aydoğdu Halil Statistical inference for doubly geometric process with exponential distribution. Hacettepe Journal of Mathematics and Statistics 50, no.5 (2021): 1560 - 1571. 10.15672/hujms.784055
MLA Pekalp Mustafa Hilmi,Eroglu Inan Gultac,Aydoğdu Halil Statistical inference for doubly geometric process with exponential distribution. Hacettepe Journal of Mathematics and Statistics, vol.50, no.5, 2021, ss.1560 - 1571. 10.15672/hujms.784055
AMA Pekalp M,Eroglu Inan G,Aydoğdu H Statistical inference for doubly geometric process with exponential distribution. Hacettepe Journal of Mathematics and Statistics. 2021; 50(5): 1560 - 1571. 10.15672/hujms.784055
Vancouver Pekalp M,Eroglu Inan G,Aydoğdu H Statistical inference for doubly geometric process with exponential distribution. Hacettepe Journal of Mathematics and Statistics. 2021; 50(5): 1560 - 1571. 10.15672/hujms.784055
IEEE Pekalp M,Eroglu Inan G,Aydoğdu H "Statistical inference for doubly geometric process with exponential distribution." Hacettepe Journal of Mathematics and Statistics, 50, ss.1560 - 1571, 2021. 10.15672/hujms.784055
ISNAD Pekalp, Mustafa Hilmi vd. "Statistical inference for doubly geometric process with exponential distribution". Hacettepe Journal of Mathematics and Statistics 50/5 (2021), 1560-1571. https://doi.org/10.15672/hujms.784055