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العنوان
On the power transformation of some probability distributions /
الناشر
Ahmed Mohamed Abdelghaffar Sayed Ahmed ,
المؤلف
Ahmed Mohamed Abdelghaffar Sayed Ahmed
هيئة الاعداد
باحث / Ahmed Mohamed Abdelghaffar Sayed Ahmed
مشرف / Amal Soliman Hassan
مشرف / Salwa Mahmoud Samy Assar
مناقش / Abd-Allah M. Abd-Elfattah
مناقش / Ahmed Mahmoud Gad
تاريخ النشر
2019
عدد الصفحات
144 Leaves :
اللغة
الإنجليزية
الدرجة
ماجستير
التخصص
الإحصاء والاحتمالات
تاريخ الإجازة
27/11/2019
مكان الإجازة
جامعة القاهرة - المكتبة المركزية - Mathematical Statistics
الفهرس
Only 14 pages are availabe for public view

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from 165

Abstract

In many statistical situations, classical distributions do not provide appropriate fits to real data. Recently, attempts have been made to define new families of probability distributions that extend well-known distributions and at the same time provide great flexibility in modeling data in practice. In this thesis, a three-parameter continuous distribution is constructed called power transmuted inverse Rayleigh using a power transformation methodology. A comprehensive account of the statistical properties is discussed including; quantile function, moments, order statistics, incomplete moments, mean residual life function and Rényi entropy. Furthermore, estimation by methods of maximum likelihood, least squares and percentiles are discussed. A simulation study is implemented to compare the performance of different estimates. Finally, a real data application is used to illustrate the usefulness of the proposed distribution in modelling real data. Furthermore, Bayesian estimation is used to estimate the population parameters of the newproposed distribution based on informative and non- informative priors represented by gamma and Jeffery{u2019}s priors respectively.The Bayesian estimators are motivated by four loss functions which are minimum expected loss function, squared error loss function, precautionary lossfunctionandlinear-exponential loss function. Markov Chain Monte Carlo method is implemented for investigating the accuracy of estimates for different sample sizes. Numerical study is performed based on relative absolute biases and estimated risk in order to examine and compare the behavior of the parameters{u2019} Bayesian estimates