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Journals / Adıyaman Üniversitesi Fen Bilimleri Dergisi / 2021 / Cilt: 11 - Sayı: 2

Estimation of Risk Measures for Transmuted Weibull Distribution

Dönüştürülmüş Weibull Dağılımı için Risk Ölçülerinin Tahmini

Caner TANIŞ
Pages
362–369
Publication Date
2022-10-12
DOI
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

Then, we consider a comprehensive Monte Carlo simulation study to assess the performances of these estimators at different sample sizes and parameter settings.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In this paper, we tackle a problem of the estimation of some risk measures for transmuted Weibull distribution.
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Key Findings & Data:In this regard, the maximum likelihood method is used to estimate the risk measures.We also obtain asymptotic confidence intervals based on the asymptotic distributions of maximum likelihood estimators of risk measures.
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Conclusion & Impact:Then, we consider a comprehensive Monte Carlo simulation study to assess the performances of these estimators at different sample sizes and parameter settings.
🔬Design:Research Article
📍Scope:Comprehensive Sample
⚙️Variables:Domain Parameters

Abstract

In this paper, we tackle a problem of the estimation of some risk measures for transmuted Weibull distribution. In this regard, the maximum likelihood method is used to estimate the risk measures.We also obtain asymptotic confidence intervals based on the asymptotic distributions of maximum likelihood estimators of risk measures. Then, we consider a comprehensive Monte Carlo simulation study to assess the performances of these estimators at different sample sizes and parameter settings.

Özet

Bu çalışmada dönüştürülmüş Weibull dağılımı için bazı risk ölçülerinin tahmini problemini ele aldık. Bu bağlamda risk ölçülerini tahmin edebilmek için en çok olabilirlik yöntemi kullanıldı. Ayrıca risk ölçülerinin en çok olabilirlik tahmin edicilerinin asimptotik dağılımlarına dayalı yaklaşık güven aralıkları elde ettik. Sonrasında, bu tahmin edicilerin farklı örnek hacimleri ve parametre değerlerinde performanslarını değerlendirmek için geniş bir Monte Carlo benzetim çalışması tasarladık.

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Cite This Article

TANIŞ, C. (2022). Estimation of Risk Measures for Transmuted Weibull Distribution. Adıyaman Üniversitesi Fen Bilimleri Dergisi, Cilt: 11 - Sayı: 2, 362–369. https://ajindex.com/articles/428125

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