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Parameter Estimation of Power Function Distribution with TL-moments
Estimación de parámetros de distribuciones de funciones de potencia con momentos TL
DOI:
https://doi.org/10.15446/rce.v38n2.51663Keywords:
Moments, Monte Carlo Simulation, Order Statistics, Parameter estimation, Power function distribution (en)Distribución de función de potencias, Estadísticas de orden, Estimación de parámetros, Momentos, Simulación de Monte Carlo. (es)
La distribución de función de potencias es ampliamente usada. Dada su importancia, es necesario estimar sus parámetros de manera precisa. En este artículo, los momentos TL de la distribución de función de potencias son derivados así como sus casos especiales tales como los momentos L, LL y LH. Los coeficientes de variación, sesgo y curtosis son obtenidos a partir de los momentos L y TL. Los parámetros desconocidos son estimados y los momentos lineales son comparados con el método de momentos y estimadores máximo verosímiles en la base del sesgo, raíz del error cuadrático medio a través de un estudio de simulación. Los momentos L permiten obtener estimaciones más precisas y esta conclusión es verdad para diferentes valores paramétricos y tamaño de muestra.
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