Comparing Between Some Methods for Estimating Reliability Function of Gamma Distribution

Moayad A., Mrs. Esra; I. M., Assis. Prof Dr. Kurdistan

	Comparing Between Some Methods for Estimating Reliability Function of Gamma Distribution
journal of kirkuk University For Administrative and Economic Sciences
Volume 8, Issue 3, August 2018, Pages 463-486 PDF (1.1 M)
Authors
Mrs. Esra Moayad A.; Assis. Prof Dr. Kurdistan I. M.
University of Kirkuk Journal For Administrative and Economic Science
Abstract
This research has studied some different estimation methods for estimation the reliability function for the two parameter Gamma distribution. The methods are: Maximum likelihood Estimator Method (MLE), Standard Bayesian Method (SB), Pitman Method (P), and two suggested mixture methods for estimation; the first Mixture Method between Maximum Likelihood Estimator Method and Pitman Method (MIX I), and the second Mixture Method between Standard Bayesian Method and Pitman Method (MIX II).Comparison between the estimation methods of estimating the reliability function has been made using two important statistical measures: Integral Mean Square Error (IMSE) and the Integral Mean Absolute Percentage Error (IMAPE), to find the best method through Monte Carlo simulation. Simulation examples are worked out, where the generation of random data, depending on the different sample sizes and run size (L=1000). The second suggested method (Mix II) and (MLE) method were found to be the best methods for estimation the reliability function.
Keywords
Gamma Distribution; Reliability Function; Failure Function; Pitman Estimator; Loss Function; Integral Mean Square Error; IMSE; Integral Mean Absolute Percentage Error; IMAPE

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