Search results

Sort By:

Limit search:

Performance of Some Robust Estimators for the Weibull Distribution

100%

Gündüz N., Başar E., Aydin C.

Acta Physica Polonica A

2015

vol. 128

issue 2B

B-203-B-207

In this study, we consider some of univariate quantile-based robust estimators. We focus on the estimators such as median, interquartile range, quartile and octile skewness for the Weibull distribution which is one of the most widely applied probability function because of its versatility and relative simplicity. It is important to use robust estimators as a measure of distribution properties for analyzing data in the case of contamination with outliers. For small data sets, it is reported that by introducing kernel estimation for smoothing empirical distribution function, a reduction in mean square error of estimator is achieved by Fernholz (1997) and Hubert et al. (2013). In kernel estimation, it is well known that bandwidth selection is more important than selection of kernel density since bandwidth controls the smoothness of the estimated distribution function. Using simulation studies, we examine some quantile-based estimators for the Weibull distribution with various sample size. The performance of estimators is measured by mean squared error under Different outlier contaminated data. We applied this idea in the case of real data.

A Bias Reducing Approach for Some Robust Estimators by Predicting Roughness in Case of Kernel Estimation

100%

Gündüz N., Aydın C., Başar E.

Acta Physica Polonica A

2016

vol. 130

issue 1

422-427

In the density estimation it is known that estimators are heavily biased. We applied a bias reducing approach to improve some quantile estimators for Weibull distribution having different parameter values and contamination level. In this study, we estimate the bias for any quantile value and obtained biased reduced smoothed distribution function by simulation study for random samples of size 40. Then, the mean square error of some robust quantile estimators and variances are obtained from biased reduced smoothed distribution function. Furthermore, we obtained sampling distribution of roughness and sampling distribution of estimated bias related some quantile estimators.

Refine search results

2 Acta Physica Polonica A

1 2016

1 2015

2 Başar E.

2 Gündüz N.

1 Aydin C.

1 Aydın C.

Search results

Performance of Some Robust Estimators for the Weibull Distribution

A Bias Reducing Approach for Some Robust Estimators by Predicting Roughness in Case of Kernel Estimation