#generalized exponential

[projecttopicsinnigeria]

PROJECT TOPIC ON STUDY ON INFERENCES AND APPLICATIONS OF ODD GENERALIZED EXPONENTIAL-RAYLEIGH DISTRIBUTION

PROJECT TOPIC ON STUDY ON INFERENCES AND APPLICATIONS OF ODD GENERALIZED EXPONENTIAL-RAYLEIGH DISTRIBUTION ABSTRACT

The Rayleigh distribution has wide range of applications in Applied Sciences; some of which are related to sea waves, harbor, coastal-engineering and studies on wind-wave heights among others. In this work, we propose a new lifetime model entitled Odd Generalized…

View On WordPress

[scirp]

Read the full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=49945 DOI: 10.4236/ojs.2014.48058 Author(s) Bernardo Lagos-Álvarez, Guillermo Ferreira, Emilio Porcu ABSTRACT We consider a time series following a simple linear regression with first-order autoregressive errors belonging to the class of heavy-tailed distributions. The proposed model provides a useful generalization of the symmetrical linear regression models with independent error, since the error distribution covers both correlated innovations following a Generalized Exponential distribution. Furthermore, we derive the modified maximum likelihood (MML) estimators as an efficient alternative for estimating model parameters. Finally, we investigate the asymptotic properties of the proposed estimators. Our findings are also illustrated through a simulation study.eww140925gjr KEYWORDS Autoregressive Time Series Model, Maximum Likelihood, Modified Maximum Likelihood, Least Squares,Generalized Exponential