The Modified-Lomax Distribution: Properties, Estimation Methods, and Application
Abstract
:1. Introduction
2. The OLxLx Distribution
3. Mathematical Properties
3.1. Linear Expansion
3.2. Quantile Function
3.3. Moments
3.4. Incomplete Moments
3.5. Order Statistics
4. Estimation Methods
4.1. Maximum Likelihood
4.2. Least-Squares and Weighted Least-Squares
4.3. Cramér–von Mises and Percentiles
4.4. Anderson–Darling and Right-Tail Anderson–Darling
4.5. Maximum Product of Spacings
5. Simulation Results
6. Real-Life Data Application
7. Conclusions
Funding
Data Availability Statement
Acknowledgments
Conflicts of Interest
References
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n | Est. | Est. Par. | MLEs | LSEs | WLSEs | CVMEs | MPSEs | PCEs | ADEs | RADEs |
---|---|---|---|---|---|---|---|---|---|---|
20 | |BIAS| | 0.43143 | 0.50890 | 0.45418 | 0.50575 | 0.42194 | 1.14419 | 0.38930 | 0.38625 | |
0.16811 | 0.22023 | 0.21715 | 0.21717 | 0.23105 | 0.32886 | 0.19369 | 0.19767 | |||
0.43118 | 0.44652 | 0.44074 | 0.42916 | 0.45088 | 0.46119 | 0.41615 | 0.41456 | |||
MSE | 0.48740 | 0.90300 | 0.64177 | 0.79482 | 0.44170 | 7.06738 | 0.43607 | 0.40702 | ||
0.06393 | 0.11739 | 0.11187 | 0.14413 | 0.11451 | 0.54764 | 0.07457 | 0.10771 | |||
0.33375 | 0.33738 | 0.32119 | 0.33373 | 0.32510 | 0.31242 | 0.28809 | 0.27864 | |||
MRE | 0.95873 | 1.13089 | 1.00930 | 1.12388 | 0.93764 | 2.54263 | 0.86511 | 0.85833 | ||
0.48032 | 0.62923 | 0.62043 | 0.62049 | 0.66015 | 0.93960 | 0.55341 | 0.56477 | |||
0.57490 | 0.59536 | 0.58765 | 0.57221 | 0.60118 | 0.61492 | 0.55487 | 0.55274 | |||
30 | 59 | 41 | 47 | 47 | 67 | 18 | 15 | |||
50 | 0.24922 | 0.30069 | 0.27029 | 0.28416 | 0.24979 | 0.46826 | 0.24049 | 0.23431 | ||
|BIAS| | 0.13839 | 0.16465 | 0.16884 | 0.15607 | 0.19783 | 0.22878 | 0.15976 | 0.16480 | ||
0.30610 | 0.34174 | 0.33185 | 0.32444 | 0.32865 | 0.36275 | 0.31743 | 0.31700 | |||
0.11764 | 0.21149 | 0.15814 | 0.19123 | 0.10876 | 0.74438 | 0.11731 | 0.10023 | |||
MSE | 0.04000 | 0.05259 | 0.05696 | 0.04891 | 0.07823 | 0.07836 | 0.04875 | 0.04690 | ||
0.15046 | 0.17574 | 0.16500 | 0.15967 | 0.15601 | 0.17832 | 0.15186 | 0.14091 | |||
0.55383 | 0.66820 | 0.60064 | 0.63147 | 0.55510 | 1.04059 | 0.53441 | 0.52068 | |||
MRE | 0.39539 | 0.47043 | 0.48239 | 0.44592 | 0.56523 | 0.65365 | 0.45646 | 0.47086 | ||
0.40814 | 0.45565 | 0.44247 | 0.43258 | 0.43820 | 0.48367 | 0.42324 | 0.42266 | |||
17 | 55 | 51 | 39 | 45 | 72 | 25 | 20 | |||
80 | 0.20012 | 0.23963 | 0.20857 | 0.23990 | 0.20504 | 0.31514 | 0.19291 | 0.19882 | ||
|BIAS| | 0.13054 | 0.14640 | 0.14307 | 0.14271 | 0.18082 | 0.21396 | 0.13863 | 0.15053 | ||
0.26096 | 0.29772 | 0.27839 | 0.28953 | 0.28327 | 0.31801 | 0.26596 | 0.27666 | |||
0.07122 | 0.11386 | 0.08207 | 0.12124 | 0.06509 | 0.22388 | 0.06488 | 0.06421 | |||
MSE | 0.03683 | 0.04178 | 0.04247 | 0.03994 | 0.06692 | 0.06676 | 0.03850 | 0.04205 | ||
0.10839 | 0.12880 | 0.11396 | 0.12433 | 0.11453 | 0.13487 | 0.10288 | 0.10711 | |||
0.44471 | 0.53251 | 0.46348 | 0.53311 | 0.45564 | 0.70030 | 0.42868 | 0.44182 | |||
MRE | 0.37298 | 0.41830 | 0.40877 | 0.40773 | 0.51663 | 0.61130 | 0.39609 | 0.43008 | ||
0.34795 | 0.39697 | 0.37119 | 0.38604 | 0.37769 | 0.42401 | 0.35461 | 0.36888 | |||
18 | 53 | 41 | 48 | 48 | 71 | 15 | 30 | |||
150 | 0.16273 | 0.19231 | 0.16351 | 0.18302 | 0.15429 | 0.23966 | 0.15803 | 0.15529 | ||
|BIAS| | 0.11087 | 0.13220 | 0.11867 | 0.12187 | 0.14822 | 0.19296 | 0.11979 | 0.12714 | ||
0.21620 | 0.25102 | 0.22574 | 0.23872 | 0.22446 | 0.27365 | 0.22272 | 0.22311 | |||
0.04671 | 0.06282 | 0.04419 | 0.05780 | 0.03618 | 0.10279 | 0.04005 | 0.03675 | |||
MSE | 0.02807 | 0.03685 | 0.03090 | 0.03039 | 0.05099 | 0.05963 | 0.03119 | 0.03472 | ||
0.07960 | 0.08897 | 0.07454 | 0.08172 | 0.07718 | 0.10248 | 0.07238 | 0.07240 | |||
0.36162 | 0.42736 | 0.36336 | 0.40670 | 0.34287 | 0.53259 | 0.35117 | 0.34509 | |||
MRE | 0.31677 | 0.37771 | 0.33907 | 0.34820 | 0.42348 | 0.55130 | 0.34224 | 0.36326 | ||
0.28826 | 0.33469 | 0.30098 | 0.31829 | 0.29929 | 0.36486 | 0.29696 | 0.29748 | |||
23 | 60 | 34 | 46 | 36 | 72 | 24 | 29 | |||
500 | 0.11344 | 0.11794 | 0.09984 | 0.11716 | 0.08691 | 0.14311 | 0.09587 | 0.09661 | ||
|BIAS| | 0.08020 | 0.08307 | 0.07528 | 0.08213 | 0.07615 | 0.13761 | 0.07372 | 0.07424 | ||
0.15325 | 0.15940 | 0.14296 | 0.15871 | 0.12712 | 0.18755 | 0.13843 | 0.13831 | |||
0.03127 | 0.02143 | 0.01592 | 0.02116 | 0.01346 | 0.03133 | 0.01503 | 0.01467 | |||
MSE | 0.01839 | 0.01664 | 0.01471 | 0.01620 | 0.01797 | 0.04030 | 0.01486 | 0.01435 | ||
0.05617 | 0.03919 | 0.03289 | 0.03844 | 0.03085 | 0.05619 | 0.03213 | 0.03129 | |||
0.25208 | 0.26209 | 0.22187 | 0.26035 | 0.19312 | 0.31803 | 0.21305 | 0.21470 | |||
MRE | 0.22914 | 0.23734 | 0.21510 | 0.23466 | 0.21757 | 0.39317 | 0.21062 | 0.21212 | ||
0.20434 | 0.21253 | 0.19062 | 0.21161 | 0.16949 | 0.25006 | 0.18457 | 0.18442 | |||
51 | 59 | 32 | 50 | 20 | 72 | 21 | 19 |
n | Est. | Est. Par. | MLEs | LSEs | WLSEs | CVMEs | MPSEs | PCEs | ADEs | RADEs |
---|---|---|---|---|---|---|---|---|---|---|
20 | |BIAS| | 0.21949 | 0.19925 | 0.19179 | 0.21102 | 0.16233 | 0.18503 | 0.19534 | 0.20818 | |
2.09115 | 1.97412 | 1.74062 | 2.14426 | 1.64389 | 1.56467 | 1.47604 | 1.90650 | |||
1.29950 | 1.10917 | 1.07834 | 1.23157 | 0.90590 | 0.96122 | 1.06118 | 1.16826 | |||
MSE | 0.06780 | 0.08081 | 0.06732 | 0.07986 | 0.03580 | 0.09352 | 0.07208 | 0.08746 | ||
12.16351 | 11.36830 | 9.17222 | 13.40949 | 9.00936 | 7.10955 | 6.58475 | 12.68988 | |||
2.60241 | 2.34379 | 2.16066 | 2.83554 | 1.22953 | 1.46427 | 1.84796 | 2.51992 | |||
MRE | 0.48776 | 0.44278 | 0.42620 | 0.46894 | 0.36073 | 0.41118 | 0.43409 | 0.46262 | ||
1.67292 | 1.57930 | 1.39250 | 1.71541 | 1.31511 | 1.25174 | 1.18083 | 1.52520 | |||
1.03960 | 0.88733 | 0.86267 | 0.98526 | 0.72472 | 0.76897 | 0.84894 | 0.93460 | |||
62 | 48 | 32 | 65 | 15 | 24 | 24 | 54 | |||
50 | 0.18161 | 0.17412 | 0.16664 | 0.17867 | 0.13817 | 0.16364 | 0.16208 | 0.18797 | ||
|BIAS| | 0.92482 | 1.05999 | 0.84781 | 1.11104 | 0.70657 | 0.77302 | 0.75802 | 0.91179 | ||
0.99912 | 0.94217 | 0.90300 | 0.99165 | 0.74384 | 0.84587 | 0.87275 | 0.99883 | |||
0.05049 | 0.04355 | 0.04846 | 0.04641 | 0.02871 | 0.04557 | 0.03809 | 0.06756 | |||
MSE | 2.20945 | 3.15930 | 1.81270 | 3.46078 | 1.38539 | 1.43871 | 1.32728 | 2.31052 | ||
1.49793 | 1.26478 | 1.22443 | 1.49444 | 0.85984 | 1.03484 | 1.12340 | 1.53687 | |||
0.40359 | 0.38694 | 0.37031 | 0.39703 | 0.30704 | 0.36365 | 0.36018 | 0.41771 | |||
MRE | 0.73986 | 0.84799 | 0.67825 | 0.88883 | 0.56526 | 0.61842 | 0.60642 | 0.72944 | ||
0.79930 | 0.75373 | 0.72240 | 0.79332 | 0.59508 | 0.67670 | 0.69820 | 0.79907 | |||
61 | 49 | 38 | 59 | 10 | 25 | 20 | 62 | |||
80 | 0.16341 | 0.15965 | 0.14775 | 0.16089 | 0.12364 | 0.15516 | 0.14996 | 0.16752 | ||
|BIAS| | 0.64810 | 0.82504 | 0.65653 | 0.84366 | 0.50865 | 0.59025 | 0.60458 | 0.66922 | ||
0.88765 | 0.86424 | 0.80193 | 0.87459 | 0.65107 | 0.81125 | 0.80479 | 0.89089 | |||
0.04447 | 0.03609 | 0.03294 | 0.03948 | 0.02554 | 0.03859 | 0.03375 | 0.04752 | |||
MSE | 0.86206 | 1.69600 | 0.93102 | 1.77778 | 0.56451 | 0.67174 | 0.70256 | 0.98616 | ||
1.27346 | 1.04974 | 0.95637 | 1.09232 | 0.71614 | 0.97790 | 0.96516 | 1.22160 | |||
0.36314 | 0.35478 | 0.32833 | 0.35753 | 0.27476 | 0.34481 | 0.33324 | 0.37227 | |||
MRE | 0.51848 | 0.66003 | 0.52522 | 0.67493 | 0.40692 | 0.47220 | 0.48366 | 0.53537 | ||
0.71012 | 0.69139 | 0.64154 | 0.69967 | 0.52085 | 0.64900 | 0.64383 | 0.71271 | |||
55 | 50 | 27 | 60 | 9 | 31 | 27 | 65 | |||
150 | 0.13588 | 0.13885 | 0.12818 | 0.14479 | 0.10243 | 0.13578 | 0.12883 | 0.14377 | ||
|BIAS| | 0.45347 | 0.58543 | 0.47960 | 0.59179 | 0.36740 | 0.44209 | 0.45952 | 0.49967 | ||
0.72562 | 0.75145 | 0.68986 | 0.78845 | 0.53838 | 0.71491 | 0.68771 | 0.77618 | |||
0.03436 | 0.02852 | 0.02634 | 0.03154 | 0.01997 | 0.02941 | 0.02705 | 0.03465 | |||
MSE | 0.32956 | 0.64980 | 0.38309 | 0.66539 | 0.25686 | 0.30722 | 0.34073 | 0.40687 | ||
0.93536 | 0.81780 | 0.74193 | 0.90770 | 0.55021 | 0.79826 | 0.74809 | 0.96131 | |||
0.30196 | 0.30857 | 0.28484 | 0.32177 | 0.22762 | 0.30172 | 0.28628 | 0.31950 | |||
MRE | 0.36277 | 0.46835 | 0.38368 | 0.47343 | 0.29392 | 0.35367 | 0.36762 | 0.39973 | ||
0.58049 | 0.60116 | 0.55189 | 0.63076 | 0.43071 | 0.57193 | 0.55017 | 0.62094 | |||
43 | 54 | 29 | 68 | 9 | 31 | 28 | 62 | |||
500 | 0.08456 | 0.10033 | 0.08575 | 0.10465 | 0.05337 | 0.09235 | 0.08526 | 0.09916 | ||
|BIAS| | 0.25224 | 0.34542 | 0.27767 | 0.34530 | 0.17300 | 0.27022 | 0.27780 | 0.31236 | ||
0.44718 | 0.54785 | 0.46267 | 0.56902 | 0.27597 | 0.49613 | 0.46033 | 0.54337 | |||
0.01854 | 0.01787 | 0.01480 | 0.01940 | 0.00822 | 0.01722 | 0.01453 | 0.01863 | |||
MSE | 0.10120 | 0.18080 | 0.11915 | 0.17940 | 0.06804 | 0.11007 | 0.11800 | 0.14716 | ||
0.47263 | 0.50966 | 0.41210 | 0.54875 | 0.22827 | 0.47478 | 0.40250 | 0.53834 | |||
0.18790 | 0.22295 | 0.19055 | 0.23256 | 0.11861 | 0.20522 | 0.18947 | 0.22035 | |||
MRE | 0.20179 | 0.27633 | 0.22214 | 0.27624 | 0.13840 | 0.21617 | 0.22224 | 0.24989 | ||
0.35774 | 0.43828 | 0.37014 | 0.45521 | 0.22078 | 0.39690 | 0.36827 | 0.43470 | |||
24 | 63 | 35 | 69 | 9 | 38 | 30 | 56 |
n | Est. | Est. Par. | MLEs | LSEs | WLSEs | CVMEs | MPSEs | PCEs | ADEs | RADEs |
---|---|---|---|---|---|---|---|---|---|---|
20 | |BIAS| | 0.23131 | 0.19347 | 0.18824 | 0.22044 | 0.16818 | 0.17595 | 0.20078 | 0.20678 | |
1.81723 | 1.70582 | 1.46058 | 1.81229 | 1.44213 | 1.64385 | 1.31400 | 1.74351 | |||
0.76512 | 0.60703 | 0.59499 | 0.69872 | 0.54571 | 0.55394 | 0.62013 | 0.65619 | |||
MSE | 0.08605 | 0.05951 | 0.05349 | 0.08083 | 0.04142 | 0.05206 | 0.06219 | 0.09781 | ||
7.14691 | 6.94228 | 5.20980 | 7.97822 | 5.33075 | 6.92205 | 4.22640 | 8.75147 | |||
0.88641 | 0.55017 | 0.52287 | 0.80224 | 0.43406 | 0.44311 | 0.58111 | 0.73213 | |||
MRE | 0.51403 | 0.42993 | 0.41831 | 0.48988 | 0.37374 | 0.39100 | 0.44617 | 0.45951 | ||
1.45379 | 1.36466 | 1.16846 | 1.44983 | 1.15371 | 1.31508 | 1.05120 | 1.39481 | |||
1.02016 | 0.80937 | 0.79332 | 0.93163 | 0.72762 | 0.73858 | 0.82684 | 0.87492 | |||
69 | 39 | 26 | 62 | 13 | 24 | 33 | 58 | |||
50 | 0.20336 | 0.17387 | 0.16611 | 0.18323 | 0.14716 | 0.15965 | 0.16669 | 0.17399 | ||
|BIAS| | 0.91965 | 1.08478 | 0.87526 | 1.13228 | 0.74843 | 0.86259 | 0.76077 | 0.88666 | ||
0.62457 | 0.53928 | 0.51687 | 0.58090 | 0.45684 | 0.49977 | 0.50851 | 0.53975 | |||
0.07056 | 0.04380 | 0.04168 | 0.05042 | 0.03576 | 0.03446 | 0.04381 | 0.05071 | |||
MSE | 1.73599 | 2.84070 | 1.74071 | 3.07360 | 1.33295 | 1.96437 | 1.23641 | 2.02244 | ||
0.61996 | 0.39510 | 0.38074 | 0.46786 | 0.33254 | 0.34245 | 0.38451 | 0.42983 | |||
0.45192 | 0.38637 | 0.36913 | 0.40718 | 0.32702 | 0.35477 | 0.37042 | 0.38665 | |||
MRE | 0.73572 | 0.86782 | 0.70021 | 0.90582 | 0.59874 | 0.69007 | 0.60862 | 0.70933 | ||
0.83276 | 0.71905 | 0.68916 | 0.77453 | 0.60912 | 0.66636 | 0.67802 | 0.71967 | |||
63 | 50 | 32 | 65 | 11 | 22 | 28 | 53 | |||
80 | 0.17526 | 0.15990 | 0.15312 | 0.16485 | 0.13028 | 0.15080 | 0.15235 | 0.15787 | ||
|BIAS| | 0.68462 | 0.83446 | 0.69720 | 0.83998 | 0.53486 | 0.64435 | 0.61539 | 0.67009 | ||
0.53124 | 0.49960 | 0.47421 | 0.51831 | 0.39954 | 0.46878 | 0.46279 | 0.48684 | |||
0.05866 | 0.03826 | 0.03752 | 0.04160 | 0.03042 | 0.03207 | 0.03841 | 0.03945 | |||
MSE | 0.89397 | 1.56642 | 1.04020 | 1.58796 | 0.59038 | 0.86476 | 0.71468 | 1.00968 | ||
0.49576 | 0.34945 | 0.33879 | 0.38039 | 0.27410 | 0.30581 | 0.33056 | 0.34608 | |||
0.38947 | 0.35533 | 0.34027 | 0.36634 | 0.28950 | 0.33512 | 0.33856 | 0.35082 | |||
MRE | 0.54770 | 0.66757 | 0.55776 | 0.67199 | 0.42789 | 0.51548 | 0.49232 | 0.53607 | ||
0.70833 | 0.66614 | 0.63228 | 0.69108 | 0.53272 | 0.62504 | 0.61705 | 0.64912 | |||
62 | 55 | 41 | 66 | 9 | 23 | 24 | 44 | |||
150 | 0.15124 | 0.14042 | 0.13267 | 0.14267 | 0.11206 | 0.13651 | 0.13449 | 0.13228 | ||
|BIAS| | 0.47732 | 0.60202 | 0.50525 | 0.59714 | 0.38293 | 0.46043 | 0.46029 | 0.49195 | ||
0.45132 | 0.44019 | 0.40865 | 0.44673 | 0.33799 | 0.42368 | 0.40870 | 0.41391 | |||
0.04902 | 0.03189 | 0.03116 | 0.03371 | 0.02628 | 0.02882 | 0.03259 | 0.02804 | |||
MSE | 0.37974 | 0.70390 | 0.45079 | 0.70633 | 0.27144 | 0.34252 | 0.34810 | 0.40653 | ||
0.39695 | 0.29003 | 0.27268 | 0.30653 | 0.22430 | 0.26986 | 0.27967 | 0.26222 | |||
0.33610 | 0.31205 | 0.29483 | 0.31705 | 0.24903 | 0.30337 | 0.29886 | 0.29395 | |||
MRE | 0.38185 | 0.48161 | 0.40420 | 0.47771 | 0.30634 | 0.36834 | 0.36823 | 0.39356 | ||
0.60176 | 0.58691 | 0.54487 | 0.59564 | 0.45066 | 0.56490 | 0.54493 | 0.55188 | |||
60 | 58 | 36 | 64 | 9 | 34 | 32 | 31 | |||
500 | 0.08437 | 0.09794 | 0.08291 | 0.09950 | 0.06040 | 0.09353 | 0.08118 | 0.09108 | ||
|BIAS| | 0.25668 | 0.34439 | 0.28098 | 0.34214 | 0.19507 | 0.28700 | 0.26743 | 0.29363 | ||
0.25392 | 0.31025 | 0.25828 | 0.31555 | 0.18344 | 0.29413 | 0.25194 | 0.28723 | |||
0.02140 | 0.01919 | 0.01567 | 0.01993 | 0.00991 | 0.01663 | 0.01546 | 0.01597 | |||
MSE | 0.10848 | 0.18653 | 0.12608 | 0.18316 | 0.07553 | 0.12370 | 0.11417 | 0.13194 | ||
0.17186 | 0.17618 | 0.13883 | 0.18449 | 0.08770 | 0.15746 | 0.13607 | 0.15036 | |||
0.18748 | 0.21764 | 0.18424 | 0.22111 | 0.13422 | 0.20785 | 0.18040 | 0.20239 | |||
MRE | 0.20534 | 0.27551 | 0.22479 | 0.27371 | 0.15605 | 0.22960 | 0.21395 | 0.23491 | ||
0.33856 | 0.41367 | 0.34437 | 0.42074 | 0.24459 | 0.39218 | 0.33592 | 0.38297 | |||
34 | 65 | 33 | 68 | 9 | 48 | 21 | 46 |
n | Est. | Est. Par. | MLEs | LSEs | WLSEs | CVMEs | MPSEs | PCEs | ADEs | RADEs |
---|---|---|---|---|---|---|---|---|---|---|
20 | |BIAS| | 0.23968 | 0.23147 | 0.22102 | 0.24444 | 0.17893 | 0.20942 | 0.21395 | 0.25818 | |
2.91735 | 3.28627 | 2.74133 | 3.39951 | 2.62260 | 2.54481 | 2.41761 | 3.26759 | |||
1.45806 | 1.66848 | 1.51042 | 1.82930 | 1.16339 | 1.25652 | 1.47694 | 1.94695 | |||
MSE | 0.12823 | 0.14443 | 0.14332 | 0.14974 | 0.10791 | 0.19768 | 0.14236 | 0.19134 | ||
20.87416 | 24.51158 | 17.47100 | 26.70102 | 17.54837 | 14.06944 | 13.88508 | 28.76561 | |||
7.28694 | 10.45758 | 7.61466 | 10.59888 | 3.93918 | 4.97696 | 7.07777 | 12.39200 | |||
MRE | 0.53262 | 0.51438 | 0.49115 | 0.54320 | 0.39763 | 0.46537 | 0.47544 | 0.57374 | ||
1.16694 | 1.31451 | 1.09653 | 1.35981 | 1.04904 | 1.01792 | 0.96704 | 1.30704 | |||
1.94408 | 2.22463 | 2.01389 | 2.43906 | 1.55119 | 1.67536 | 1.96926 | 2.59593 | |||
39 | 53 | 38 | 64 | 16 | 24 | 23 | 67 | |||
50 | 0.16705 | 0.15814 | 0.13978 | 0.16373 | 0.10665 | 0.11584 | 0.12648 | 0.16772 | ||
|BIAS| | 1.30738 | 1.91965 | 1.49445 | 1.97249 | 1.29091 | 1.33338 | 1.35028 | 1.56424 | ||
0.74298 | 1.07521 | 0.91501 | 1.12159 | 0.67854 | 0.73584 | 0.82934 | 1.17632 | |||
0.06862 | 0.07277 | 0.06800 | 0.07772 | 0.03328 | 0.04708 | 0.04802 | 0.09340 | |||
MSE | 4.09243 | 8.49402 | 4.95803 | 9.18748 | 4.07534 | 3.77715 | 3.86803 | 6.17941 | ||
1.92597 | 3.53331 | 2.81227 | 3.88463 | 1.42982 | 1.85209 | 2.21586 | 4.81919 | |||
0.37122 | 0.35142 | 0.31063 | 0.36385 | 0.23701 | 0.25742 | 0.28107 | 0.37270 | |||
MRE | 0.52295 | 0.76786 | 0.59778 | 0.78900 | 0.51637 | 0.53335 | 0.54011 | 0.62570 | ||
0.99064 | 1.43362 | 1.22001 | 1.49546 | 0.90472 | 0.98112 | 1.10579 | 1.56842 | |||
36 | 55 | 42 | 64 | 11 | 19 | 31 | 66 | |||
80 | 0.13526 | 0.12115 | 0.09503 | 0.12680 | 0.07186 | 0.08149 | 0.09389 | 0.12401 | ||
|BIAS| | 0.93572 | 1.39353 | 1.09376 | 1.46736 | 0.83871 | 0.94471 | 0.98484 | 1.15441 | ||
0.51086 | 0.80630 | 0.62649 | 0.85715 | 0.45598 | 0.51701 | 0.61257 | 0.84097 | |||
0.04921 | 0.04683 | 0.03177 | 0.04956 | 0.01573 | 0.02220 | 0.02939 | 0.06172 | |||
MSE | 1.98654 | 4.29261 | 2.51870 | 4.90159 | 1.49529 | 1.78467 | 1.82646 | 2.93187 | ||
0.89594 | 2.15718 | 1.38144 | 2.31932 | 0.67688 | 0.90584 | 1.29609 | 2.79171 | |||
0.30058 | 0.26922 | 0.21118 | 0.28179 | 0.15969 | 0.18109 | 0.20865 | 0.27557 | |||
MRE | 0.37429 | 0.55741 | 0.43750 | 0.58695 | 0.33548 | 0.37788 | 0.39394 | 0.46176 | ||
0.68114 | 1.07507 | 0.83532 | 1.14287 | 0.60797 | 0.68935 | 0.81676 | 1.12130 | |||
36 | 54 | 42 | 68 | 9 | 23 | 32 | 60 | |||
150 | 0.10901 | 0.07948 | 0.05681 | 0.07720 | 0.04561 | 0.04971 | 0.05503 | 0.07192 | ||
|BIAS| | 0.61630 | 0.95944 | 0.73640 | 0.97608 | 0.56206 | 0.63122 | 0.68043 | 0.75896 | ||
0.31885 | 0.53323 | 0.37083 | 0.51832 | 0.28853 | 0.31577 | 0.35870 | 0.48517 | |||
0.03620 | 0.02271 | 0.01019 | 0.01957 | 0.00555 | 0.00686 | 0.00901 | 0.01852 | |||
MSE | 0.69440 | 1.84387 | 1.00571 | 1.89282 | 0.60456 | 0.69777 | 0.81534 | 1.02964 | ||
0.24442 | 1.01467 | 0.45326 | 0.88502 | 0.23513 | 0.28800 | 0.40393 | 0.88843 | |||
0.24225 | 0.17662 | 0.12625 | 0.17155 | 0.10136 | 0.11047 | 0.12228 | 0.15983 | |||
MRE | 0.24652 | 0.38378 | 0.29456 | 0.39043 | 0.22482 | 0.25249 | 0.27217 | 0.30358 | ||
0.42513 | 0.71097 | 0.49443 | 0.69110 | 0.38470 | 0.42103 | 0.47826 | 0.64690 | |||
38 | 66 | 42 | 62 | 9 | 22 | 33 | 52 | |||
500 | 0.09296 | 0.03261 | 0.02553 | 0.03274 | 0.01972 | 0.02302 | 0.02446 | 0.02908 | ||
|BIAS| | 0.33940 | 0.47663 | 0.37463 | 0.47751 | 0.24731 | 0.32140 | 0.35821 | 0.39312 | ||
0.18648 | 0.21740 | 0.16329 | 0.21798 | 0.12073 | 0.14478 | 0.15642 | 0.19021 | |||
0.03431 | 0.00237 | 0.00121 | 0.00241 | 0.00076 | 0.00095 | 0.00106 | 0.00173 | |||
MSE | 0.17417 | 0.37906 | 0.23114 | 0.38001 | 0.13540 | 0.16907 | 0.20571 | 0.25308 | ||
0.06637 | 0.10772 | 0.05106 | 0.10957 | 0.03013 | 0.03878 | 0.04416 | 0.07921 | |||
0.20659 | 0.07248 | 0.05672 | 0.07275 | 0.04382 | 0.05115 | 0.05436 | 0.06462 | |||
MRE | 0.13576 | 0.19065 | 0.14985 | 0.19100 | 0.09893 | 0.12856 | 0.14328 | 0.15725 | ||
0.24864 | 0.28986 | 0.21771 | 0.29065 | 0.16097 | 0.19304 | 0.20856 | 0.25362 | |||
48 | 60 | 39 | 69 | 9 | 18 | 30 | 51 |
n | Est. | Est. Par. | MLEs | LSEs | WLSEs | CVMEs | MPSEs | PCEs | ADEs | RADEs |
---|---|---|---|---|---|---|---|---|---|---|
20 | |BIAS| | 0.26440 | 0.27140 | 0.27404 | 0.28624 | 0.21756 | 0.24609 | 0.25505 | 0.29296 | |
3.71244 | 4.32795 | 3.28525 | 4.50763 | 2.95481 | 2.73069 | 2.75979 | 3.82620 | |||
10.78117 | 9.69086 | 9.57232 | 12.12504 | 6.27003 | 7.24078 | 8.67848 | 11.98645 | |||
MSE | 0.17705 | 0.15639 | 0.16293 | 0.17487 | 0.11991 | 0.14341 | 0.15146 | 0.17661 | ||
52.93173 | 65.36489 | 39.51464 | 71.26457 | 36.51284 | 22.02327 | 27.77793 | 61.75642 | |||
495.06002 | 694.26802 | 402.32698 | 999.80169 | 141.10150 | 192.83668 | 283.71288 | 787.63885 | |||
MRE | 0.58755 | 0.60311 | 0.60898 | 0.63610 | 0.48346 | 0.54687 | 0.56679 | 0.65103 | ||
1.48498 | 1.73118 | 1.31410 | 1.80305 | 1.18192 | 1.09228 | 1.10392 | 1.53048 | |||
4.31247 | 3.87635 | 3.82893 | 4.85002 | 2.50801 | 2.89631 | 3.47139 | 4.79458 | |||
48 | 51 | 41 | 68 | 15 | 15 | 24 | 62 | |||
50 | 0.14771 | 0.21454 | 0.18365 | 0.21389 | 0.13210 | 0.15862 | 0.16607 | 0.21055 | ||
|BIAS| | 1.36063 | 1.92830 | 1.52590 | 2.06722 | 1.18536 | 1.32585 | 1.30724 | 1.58710 | ||
4.63894 | 6.39807 | 5.52336 | 6.84825 | 3.63832 | 4.30041 | 4.93046 | 7.04501 | |||
0.06982 | 0.11457 | 0.09479 | 0.11565 | 0.05058 | 0.07876 | 0.08433 | 0.11493 | |||
MSE | 4.91841 | 10.07173 | 5.66180 | 12.86291 | 3.97461 | 3.60574 | 3.71836 | 6.04345 | ||
93.50937 | 133.55169 | 109.88900 | 155.23946 | 49.53378 | 69.82118 | 93.84751 | 170.36460 | |||
0.32825 | 0.47676 | 0.40811 | 0.47532 | 0.29355 | 0.35249 | 0.36904 | 0.46788 | |||
MRE | 0.54425 | 0.77132 | 0.61036 | 0.82689 | 0.47415 | 0.53034 | 0.52290 | 0.63484 | ||
1.85558 | 2.55923 | 2.20935 | 2.73930 | 1.45533 | 1.72016 | 1.97218 | 2.81800 | |||
27 | 61 | 45 | 67 | 11 | 22 | 30 | 61 | |||
80 | 0.10736 | 0.17533 | 0.13566 | 0.17409 | 0.09045 | 0.11837 | 0.12209 | 0.16353 | ||
|BIAS| | 0.93766 | 1.34715 | 1.11537 | 1.42250 | 0.82833 | 0.95822 | 0.96822 | 1.16783 | ||
3.08584 | 5.12435 | 3.95277 | 5.25137 | 2.38867 | 3.19872 | 3.48486 | 5.18981 | |||
0.04925 | 0.08678 | 0.05990 | 0.08664 | 0.02617 | 0.05108 | 0.05196 | 0.07994 | |||
MSE | 1.69040 | 3.48281 | 2.45678 | 4.36749 | 1.29237 | 1.62218 | 1.65889 | 2.56983 | ||
47.37410 | 91.33746 | 65.23730 | 97.89241 | 23.27946 | 44.24889 | 52.08591 | 101.41735 | |||
0.23857 | 0.38962 | 0.30146 | 0.38687 | 0.20101 | 0.26305 | 0.27130 | 0.36341 | |||
MRE | 0.37506 | 0.53886 | 0.44615 | 0.56900 | 0.33133 | 0.38329 | 0.38729 | 0.46713 | ||
1.23434 | 2.04974 | 1.58111 | 2.10055 | 0.95547 | 1.27949 | 1.39394 | 2.07592 | |||
21 | 63 | 45 | 68 | 9 | 25 | 35 | 58 | |||
150 | 0.06372 | 0.12053 | 0.08563 | 0.11880 | 0.05138 | 0.06648 | 0.07851 | 0.10481 | ||
|BIAS| | 0.63776 | 0.98124 | 0.77219 | 0.96167 | 0.53420 | 0.65510 | 0.71271 | 0.81705 | ||
1.70773 | 3.41183 | 2.31767 | 3.42894 | 1.29135 | 1.71092 | 2.13844 | 3.13376 | |||
0.01571 | 0.04865 | 0.02657 | 0.04830 | 0.00898 | 0.01606 | 0.02321 | 0.03890 | |||
MSE | 0.70234 | 1.69995 | 0.99417 | 1.62977 | 0.56126 | 0.72199 | 0.85644 | 1.12625 | ||
14.13687 | 47.08032 | 24.08381 | 49.03672 | 7.61965 | 13.55833 | 21.23868 | 43.27343 | |||
0.14159 | 0.26784 | 0.19029 | 0.26399 | 0.11419 | 0.14773 | 0.17446 | 0.23292 | |||
MRE | 0.25510 | 0.39250 | 0.30888 | 0.38467 | 0.21368 | 0.26204 | 0.28508 | 0.32682 | ||
0.68309 | 1.36473 | 0.92707 | 1.37158 | 0.51654 | 0.68437 | 0.85538 | 1.25350 | |||
19 | 69 | 45 | 66 | 9 | 26 | 36 | 54 | |||
500 | 0.02611 | 0.04740 | 0.03164 | 0.04637 | 0.01577 | 0.02615 | 0.03087 | 0.03989 | ||
|BIAS| | 0.31961 | 0.51418 | 0.38211 | 0.50490 | 0.20047 | 0.32053 | 0.37145 | 0.43745 | ||
0.62810 | 1.22797 | 0.77588 | 1.19235 | 0.34998 | 0.62185 | 0.75559 | 1.04335 | |||
0.00126 | 0.00681 | 0.00200 | 0.00651 | 0.00091 | 0.00121 | 0.00186 | 0.00419 | |||
MSE | 0.16168 | 0.43448 | 0.23739 | 0.42697 | 0.11103 | 0.16197 | 0.22183 | 0.31511 | ||
0.80855 | 5.85144 | 1.37521 | 5.31883 | 0.57506 | 0.73520 | 1.25554 | 3.78249 | |||
0.05803 | 0.10534 | 0.07030 | 0.10304 | 0.03505 | 0.05812 | 0.06860 | 0.08865 | |||
MRE | 0.12784 | 0.20567 | 0.15284 | 0.20196 | 0.08019 | 0.12821 | 0.14858 | 0.17498 | ||
0.25124 | 0.49119 | 0.31035 | 0.47694 | 0.13999 | 0.24874 | 0.30223 | 0.41734 | |||
22 | 72 | 45 | 63 | 9 | 23 | 36 | 54 |
n | Est. | Est. Par. | MLEs | LSEs | WLSEs | CVMEs | MPSEs | PCEs | ADEs | RADEs |
---|---|---|---|---|---|---|---|---|---|---|
20 | |BIAS| | 0.23878 | 0.24396 | 0.24627 | 0.26625 | 0.20949 | 0.21562 | 0.21892 | 0.27273 | |
3.26900 | 3.78271 | 3.12508 | 3.96325 | 2.94905 | 2.63540 | 2.62525 | 3.40534 | |||
3.17062 | 3.30235 | 3.25808 | 4.08908 | 2.46608 | 2.49712 | 2.88089 | 4.11162 | |||
MSE | 0.14494 | 0.13885 | 0.15604 | 0.15729 | 0.20220 | 0.14180 | 0.13783 | 0.16791 | ||
31.52626 | 39.33780 | 28.02026 | 45.05061 | 27.73351 | 17.33411 | 20.61758 | 38.53511 | |||
35.86071 | 42.53578 | 38.15151 | 75.54361 | 25.62682 | 20.55147 | 29.72342 | 58.14463 | |||
MRE | 0.53063 | 0.54214 | 0.54727 | 0.59167 | 0.46553 | 0.47915 | 0.48649 | 0.60608 | ||
1.30760 | 1.51308 | 1.25003 | 1.58530 | 1.17962 | 1.05416 | 1.05010 | 1.36214 | |||
2.53650 | 2.64188 | 2.60647 | 3.27127 | 1.97286 | 1.99769 | 2.30471 | 3.28929 | |||
39 | 51 | 44 | 66 | 23 | 17 | 20 | 64 | |||
50 | 0.14636 | 0.18289 | 0.15546 | 0.18599 | 0.11457 | 0.13984 | 0.13544 | 0.18408 | ||
|BIAS| | 1.40142 | 1.91400 | 1.49214 | 2.01377 | 1.22101 | 1.27504 | 1.32233 | 1.52051 | ||
1.54273 | 2.24324 | 1.92478 | 2.45685 | 1.33734 | 1.56097 | 1.67967 | 2.46450 | |||
0.07482 | 0.08933 | 0.08058 | 0.09458 | 0.03882 | 0.08081 | 0.06196 | 0.09814 | |||
MSE | 5.24588 | 9.16209 | 5.50591 | 11.09046 | 3.87622 | 3.44698 | 3.98643 | 5.69719 | ||
9.61286 | 15.48749 | 13.75485 | 19.90902 | 6.22504 | 9.33753 | 10.79651 | 20.73653 | |||
0.32526 | 0.40641 | 0.34546 | 0.41330 | 0.25461 | 0.31075 | 0.30098 | 0.40907 | |||
MRE | 0.56057 | 0.76560 | 0.59686 | 0.80551 | 0.48840 | 0.51002 | 0.52893 | 0.60820 | ||
1.23418 | 1.79459 | 1.53982 | 1.96548 | 1.06987 | 1.24878 | 1.34373 | 1.97160 | |||
30 | 57 | 44 | 68 | 10 | 24 | 27 | 64 | |||
80 | 0.11286 | 0.14127 | 0.11133 | 0.14524 | 0.07938 | 0.09739 | 0.09775 | 0.14033 | ||
|BIAS| | 0.93519 | 1.38362 | 1.08576 | 1.41838 | 0.83483 | 0.94620 | 0.95028 | 1.09694 | ||
1.00720 | 1.72331 | 1.34372 | 1.80902 | 0.91205 | 1.11050 | 1.17674 | 1.82842 | |||
0.03957 | 0.06172 | 0.04451 | 0.06508 | 0.01989 | 0.04105 | 0.03414 | 0.06562 | |||
MSE | 1.99894 | 4.37866 | 2.42338 | 4.65549 | 1.46965 | 1.71354 | 1.67412 | 2.30403 | ||
4.14404 | 10.30272 | 7.14115 | 11.27000 | 3.02250 | 5.25501 | 5.48062 | 12.92332 | |||
0.25081 | 0.31394 | 0.24740 | 0.32276 | 0.17641 | 0.21641 | 0.21723 | 0.31184 | |||
MRE | 0.37408 | 0.55345 | 0.43431 | 0.56735 | 0.33393 | 0.37848 | 0.38011 | 0.43878 | ||
0.80576 | 1.37865 | 1.07498 | 1.44721 | 0.72964 | 0.88840 | 0.94139 | 1.46274 | |||
27 | 59 | 44 | 68 | 9 | 26 | 30 | 61 | |||
150 | 0.07916 | 0.09234 | 0.06598 | 0.09739 | 0.04744 | 0.05370 | 0.06188 | 0.08371 | ||
|BIAS| | 0.60417 | 0.93455 | 0.71725 | 0.94703 | 0.55438 | 0.62816 | 0.67554 | 0.78638 | ||
0.58639 | 1.10967 | 0.77242 | 1.18687 | 0.53433 | 0.60694 | 0.72470 | 1.04052 | |||
0.02172 | 0.03049 | 0.01572 | 0.03319 | 0.00646 | 0.01076 | 0.01303 | 0.02561 | |||
MSE | 0.63314 | 1.69239 | 0.90962 | 1.69186 | 0.59297 | 0.68376 | 0.77597 | 1.10317 | ||
1.17626 | 4.85779 | 2.47806 | 5.43586 | 0.95156 | 1.50187 | 1.98384 | 4.50230 | |||
0.17592 | 0.20520 | 0.14662 | 0.21642 | 0.10542 | 0.11933 | 0.13751 | 0.18603 | |||
MRE | 0.24167 | 0.37382 | 0.28690 | 0.37881 | 0.22175 | 0.25126 | 0.27022 | 0.31455 | ||
0.46911 | 0.88773 | 0.61793 | 0.94949 | 0.42746 | 0.48555 | 0.57976 | 0.83241 | |||
27 | 64 | 42 | 71 | 9 | 24 | 33 | 54 | |||
500 | 0.05679 | 0.03777 | 0.02722 | 0.03579 | 0.01914 | 0.02327 | 0.02636 | 0.03366 | ||
|BIAS| | 0.32101 | 0.48260 | 0.37000 | 0.47775 | 0.23830 | 0.31328 | 0.35561 | 0.41255 | ||
0.26678 | 0.43749 | 0.30681 | 0.41468 | 0.20536 | 0.25571 | 0.29599 | 0.39159 | |||
0.01701 | 0.00347 | 0.00139 | 0.00293 | 0.00080 | 0.00094 | 0.00126 | 0.00243 | |||
MSE | 0.15952 | 0.37621 | 0.22276 | 0.37201 | 0.12676 | 0.15874 | 0.20217 | 0.27346 | ||
0.12177 | 0.51414 | 0.18753 | 0.42653 | 0.09799 | 0.11775 | 0.16554 | 0.36393 | |||
0.12620 | 0.08394 | 0.06048 | 0.07954 | 0.04254 | 0.05171 | 0.05858 | 0.07479 | |||
MRE | 0.12840 | 0.19304 | 0.14800 | 0.19110 | 0.09532 | 0.12531 | 0.14224 | 0.16502 | ||
0.21342 | 0.35000 | 0.24545 | 0.33175 | 0.16429 | 0.20457 | 0.23679 | 0.31327 | |||
42 | 69 | 42 | 60 | 9 | 18 | 33 | 51 |
n | Est. | Est. Par. | MLEs | LSEs | WLSEs | CVMEs | MPSEs | PCEs | ADEs | RADEs |
---|---|---|---|---|---|---|---|---|---|---|
20 | |BIAS| | 2.16925 | 2.93594 | 2.66136 | 2.60921 | 2.42171 | 5.47792 | 2.38732 | 2.50875 | |
0.18321 | 0.21043 | 0.22429 | 0.21662 | 0.21391 | 0.31140 | 0.19373 | 0.21197 | |||
0.60782 | 0.67376 | 0.66541 | 0.67088 | 0.63670 | 0.68196 | 0.65902 | 0.66558 | |||
MSE | 10.85598 | 24.69643 | 18.47048 | 20.01900 | 14.04590 | 159.55140 | 13.76235 | 15.86948 | ||
0.09480 | 0.09669 | 0.11056 | 0.14195 | 0.09051 | 0.45840 | 0.06728 | 0.09828 | |||
0.60870 | 0.69410 | 0.66142 | 0.71312 | 0.62071 | 0.66654 | 0.68228 | 0.67693 | |||
MRE | 0.72308 | 0.97865 | 0.88712 | 0.86974 | 0.80724 | 1.82597 | 0.79577 | 0.83625 | ||
0.52346 | 0.60124 | 0.64084 | 0.61892 | 0.61116 | 0.88972 | 0.55350 | 0.60564 | |||
0.48625 | 0.53901 | 0.53233 | 0.53671 | 0.50936 | 0.54557 | 0.52722 | 0.53246 | |||
11 | 52 | 48 | 55 | 27 | 68 | 23 | 40 | |||
50 | 1.43580 | 1.72642 | 1.61271 | 1.72443 | 1.49943 | 2.43544 | 1.46905 | 1.55709 | ||
|BIAS| | 0.15206 | 0.16951 | 0.16564 | 0.16597 | 0.18985 | 0.23094 | 0.16332 | 0.17880 | ||
0.45734 | 0.50889 | 0.49411 | 0.51160 | 0.49309 | 0.54503 | 0.48060 | 0.50088 | |||
3.69183 | 5.71382 | 4.74933 | 6.00416 | 4.05320 | 15.66070 | 3.64201 | 4.20995 | |||
MSE | 0.05291 | 0.05025 | 0.05016 | 0.04714 | 0.07438 | 0.10380 | 0.04788 | 0.05407 | ||
0.31544 | 0.36158 | 0.34701 | 0.37169 | 0.35066 | 0.39350 | 0.32195 | 0.35031 | |||
0.47860 | 0.57547 | 0.53757 | 0.57481 | 0.49981 | 0.81181 | 0.48968 | 0.51903 | |||
MRE | 0.43447 | 0.48433 | 0.47324 | 0.47421 | 0.54242 | 0.65983 | 0.46664 | 0.51085 | ||
0.36587 | 0.40711 | 0.39529 | 0.40928 | 0.39447 | 0.43602 | 0.38448 | 0.40071 | |||
14 | 52 | 35 | 49 | 41 | 72 | 17 | 44 | |||
80 | 1.15981 | 1.42027 | 1.26742 | 1.41779 | 1.19915 | 1.82079 | 1.22139 | 1.30153 | ||
|BIAS| | 0.13680 | 0.15057 | 0.14291 | 0.14507 | 0.16722 | 0.20904 | 0.14132 | 0.15617 | ||
0.38571 | 0.44556 | 0.42099 | 0.44360 | 0.42296 | 0.48472 | 0.41287 | 0.43161 | |||
2.20214 | 3.29629 | 2.56883 | 3.48002 | 2.48390 | 6.35040 | 2.37524 | 2.72452 | |||
MSE | 0.04546 | 0.04275 | 0.04002 | 0.03971 | 0.06221 | 0.06820 | 0.03963 | 0.04461 | ||
0.22545 | 0.27583 | 0.25042 | 0.27846 | 0.26824 | 0.31303 | 0.24099 | 0.26293 | |||
0.38660 | 0.47342 | 0.42247 | 0.47260 | 0.39972 | 0.60693 | 0.40713 | 0.43384 | |||
MRE | 0.39085 | 0.43020 | 0.40831 | 0.41449 | 0.47776 | 0.59727 | 0.40378 | 0.44620 | ||
0.30857 | 0.35645 | 0.33679 | 0.35488 | 0.33837 | 0.38778 | 0.33030 | 0.34529 | |||
14 | 54 | 30 | 48 | 41 | 72 | 19 | 46 | |||
150 | 0.91952 | 1.08389 | 0.96903 | 1.11611 | 0.87261 | 1.34497 | 0.96065 | 1.00373 | ||
|BIAS| | 0.11404 | 0.12596 | 0.11293 | 0.12288 | 0.13600 | 0.18020 | 0.11614 | 0.13069 | ||
0.31682 | 0.35727 | 0.32919 | 0.36643 | 0.33085 | 0.40149 | 0.33237 | 0.34956 | |||
1.34756 | 1.80477 | 1.46867 | 1.94623 | 1.41290 | 2.95790 | 1.41340 | 1.52554 | |||
MSE | 0.03498 | 0.03441 | 0.02859 | 0.03061 | 0.04929 | 0.05550 | 0.02993 | 0.03588 | ||
0.15822 | 0.18617 | 0.16318 | 0.19213 | 0.18311 | 0.22968 | 0.16451 | 0.18110 | |||
0.30651 | 0.36130 | 0.32301 | 0.37204 | 0.29087 | 0.44832 | 0.32022 | 0.33458 | |||
MRE | 0.32583 | 0.35989 | 0.32267 | 0.35108 | 0.38858 | 0.51485 | 0.33184 | 0.37341 | ||
0.25346 | 0.28581 | 0.26335 | 0.29314 | 0.26468 | 0.32119 | 0.26590 | 0.27965 | |||
17 | 50 | 21 | 53 | 36 | 72 | 28 | 47 | |||
500 | 0.53401 | 0.66504 | 0.56192 | 0.64836 | 0.37758 | 0.83816 | 0.56954 | 0.57252 | ||
|BIAS| | 0.06631 | 0.07516 | 0.06322 | 0.07168 | 0.05798 | 0.11978 | 0.06453 | 0.06821 | ||
0.19082 | 0.22489 | 0.19470 | 0.22013 | 0.15947 | 0.26919 | 0.19781 | 0.19732 | |||
0.48497 | 0.70558 | 0.51350 | 0.65778 | 0.44060 | 1.09130 | 0.51757 | 0.53459 | |||
MSE | 0.01557 | 0.01503 | 0.01087 | 0.01350 | 0.01530 | 0.03260 | 0.01112 | 0.01319 | ||
0.06634 | 0.08493 | 0.06483 | 0.07996 | 0.06322 | 0.12275 | 0.06602 | 0.06826 | |||
0.17800 | 0.22168 | 0.18731 | 0.21612 | 0.12586 | 0.27939 | 0.18985 | 0.19084 | |||
MRE | 0.18945 | 0.21474 | 0.18063 | 0.20479 | 0.16566 | 0.34222 | 0.18438 | 0.19487 | ||
0.15266 | 0.17991 | 0.15576 | 0.17611 | 0.12758 | 0.21535 | 0.15825 | 0.15785 | |||
29 | 61 | 22 | 52 | 14 | 72 | 33 | 41 |
n | Est. | Est. Par. | MLEs | LSEs | WLSEs | CVMEs | MPSEs | PCEs | ADEs | RADEs |
---|---|---|---|---|---|---|---|---|---|---|
20 | |BIAS| | 2.48720 | 3.06324 | 2.75433 | 3.00137 | 2.44203 | 7.54395 | 2.37436 | 2.48865 | |
0.19124 | 0.22830 | 0.23001 | 0.23692 | 0.22546 | 0.40522 | 0.20611 | 0.20961 | |||
0.42225 | 0.44929 | 0.44205 | 0.43128 | 0.42696 | 0.46317 | 0.41740 | 0.43085 | |||
MSE | 14.62421 | 30.37985 | 20.54163 | 26.32017 | 15.27398 | 301.54150 | 14.38511 | 16.76935 | ||
0.10133 | 0.13993 | 0.13388 | 0.18106 | 0.11484 | 0.97360 | 0.09416 | 0.11425 | |||
0.31608 | 0.34173 | 0.32763 | 0.33408 | 0.29191 | 0.31728 | 0.29234 | 0.30552 | |||
MRE | 0.82907 | 1.02108 | 0.91811 | 1.00046 | 0.81401 | 2.51465 | 0.79145 | 0.82955 | ||
0.54641 | 0.65227 | 0.65716 | 0.67692 | 0.64419 | 1.15778 | 0.58887 | 0.59888 | |||
0.56300 | 0.59905 | 0.58940 | 0.57504 | 0.56927 | 0.61757 | 0.55653 | 0.57446 | |||
20 | 59 | 50 | 56 | 26 | 69 | 12 | 32 | |||
50 | 1.54547 | 1.91976 | 1.74951 | 1.89441 | 1.46656 | 3.02331 | 1.55242 | 1.54501 | ||
|BIAS| | 0.13904 | 0.17217 | 0.16781 | 0.16263 | 0.17808 | 0.25633 | 0.15985 | 0.16024 | ||
0.29325 | 0.33999 | 0.32841 | 0.33068 | 0.31018 | 0.36505 | 0.31128 | 0.31283 | |||
4.78792 | 8.58045 | 6.39022 | 8.41641 | 4.18580 | 28.78420 | 4.75600 | 4.33195 | |||
MSE | 0.04368 | 0.06186 | 0.05843 | 0.05817 | 0.06416 | 0.20710 | 0.04981 | 0.04489 | ||
0.13888 | 0.17521 | 0.16120 | 0.16927 | 0.14429 | 0.17926 | 0.14315 | 0.14036 | |||
0.51516 | 0.63992 | 0.58317 | 0.63147 | 0.48885 | 1.00777 | 0.51747 | 0.51500 | |||
MRE | 0.39725 | 0.49193 | 0.47946 | 0.46467 | 0.50879 | 0.73236 | 0.45673 | 0.45783 | ||
0.39100 | 0.45332 | 0.43788 | 0.44090 | 0.41358 | 0.48673 | 0.41504 | 0.41711 | |||
16 | 60 | 45 | 48 | 32 | 72 | 27 | 24 | |||
80 | 1.23790 | 1.57486 | 1.41474 | 1.56031 | 1.18013 | 2.11711 | 1.31380 | 1.32478 | ||
|BIAS| | 0.12428 | 0.15053 | 0.14720 | 0.14466 | 0.15719 | 0.22721 | 0.14208 | 0.14914 | ||
0.24883 | 0.29575 | 0.28226 | 0.28837 | 0.26380 | 0.32077 | 0.27070 | 0.27489 | |||
2.83986 | 5.02446 | 3.71901 | 4.95456 | 2.55790 | 9.79230 | 3.01410 | 2.87589 | |||
MSE | 0.03804 | 0.04579 | 0.04540 | 0.04411 | 0.05242 | 0.11060 | 0.04037 | 0.04123 | ||
0.09823 | 0.12706 | 0.11575 | 0.12213 | 0.10486 | 0.13633 | 0.10589 | 0.10544 | |||
0.41263 | 0.52495 | 0.47158 | 0.52010 | 0.39338 | 0.70570 | 0.43793 | 0.44159 | |||
MRE | 0.35508 | 0.43008 | 0.42057 | 0.41332 | 0.44912 | 0.64916 | 0.40595 | 0.42611 | ||
0.33177 | 0.39433 | 0.37635 | 0.38449 | 0.35173 | 0.42769 | 0.36093 | 0.36652 | |||
12 | 60 | 43 | 46 | 30 | 72 | 26 | 35 | |||
150 | 0.90893 | 1.21687 | 1.09374 | 1.22086 | 0.84860 | 1.55320 | 1.03239 | 1.03274 | ||
|BIAS| | 0.10555 | 0.12632 | 0.12053 | 0.12220 | 0.12367 | 0.19198 | 0.11983 | 0.12606 | ||
0.19238 | 0.24083 | 0.22794 | 0.23816 | 0.20015 | 0.27141 | 0.21894 | 0.22323 | |||
1.44104 | 2.50083 | 1.98446 | 2.56440 | 1.42755 | 4.16810 | 1.67202 | 1.63049 | |||
MSE | 0.03267 | 0.03341 | 0.03258 | 0.03122 | 0.03716 | 0.05960 | 0.03216 | 0.03312 | ||
0.05926 | 0.08241 | 0.07624 | 0.08151 | 0.06531 | 0.10141 | 0.07047 | 0.07211 | |||
0.30298 | 0.40562 | 0.36458 | 0.40695 | 0.28287 | 0.51773 | 0.34413 | 0.34425 | |||
MRE | 0.30157 | 0.36093 | 0.34436 | 0.34915 | 0.35335 | 0.54851 | 0.34236 | 0.36019 | ||
0.25650 | 0.32111 | 0.30391 | 0.31755 | 0.26686 | 0.36189 | 0.29193 | 0.29765 | |||
15 | 59 | 39 | 48 | 26 | 72 | 25 | 40 | |||
500 | 0.48952 | 0.78993 | 0.65694 | 0.77312 | 0.32286 | 0.95551 | 0.62809 | 0.64043 | ||
|BIAS| | 0.06694 | 0.08481 | 0.07377 | 0.08041 | 0.04931 | 0.13680 | 0.07221 | 0.07594 | ||
0.11060 | 0.16042 | 0.13999 | 0.15685 | 0.08912 | 0.18694 | 0.13544 | 0.13926 | |||
0.45542 | 0.96442 | 0.69129 | 0.92500 | 0.38409 | 1.39480 | 0.64144 | 0.65317 | |||
MSE | 0.02200 | 0.01755 | 0.01430 | 0.01540 | 0.00992 | 0.03960 | 0.01393 | 0.01546 | ||
0.02167 | 0.03958 | 0.03183 | 0.03779 | 0.01981 | 0.05605 | 0.03040 | 0.03208 | |||
0.16317 | 0.26331 | 0.21898 | 0.25771 | 0.10762 | 0.31850 | 0.20936 | 0.21348 | |||
MRE | 0.19124 | 0.24231 | 0.21078 | 0.22973 | 0.14087 | 0.39084 | 0.20632 | 0.21698 | ||
0.14747 | 0.21389 | 0.18665 | 0.20914 | 0.11882 | 0.24925 | 0.18059 | 0.18568 | |||
23 | 62 | 40 | 52 | 9 | 72 | 26 | 40 |
n | MLEs | LSEs | WLSEs | CVMEs | MPSEs | PCEs | ADEs | RADEs | |||
---|---|---|---|---|---|---|---|---|---|---|---|
ɵ | |||||||||||
0.50 | 0.35 | 0.75 | 20 | 3 | 7 | 4 | 5.5 | 5.5 | 8 | 2 | 1 |
50 | 1 | 7 | 6 | 4 | 5 | 8 | 3 | 2 | |||
80 | 2 | 7 | 4 | 5.5 | 5.5 | 8 | 1 | 3 | |||
150 | 1 | 7 | 4 | 6 | 5 | 8 | 2 | 3 | |||
500 | 6 | 7 | 4 | 5 | 2 | 8 | 3 | 1 | |||
0.50 | 1.25 | 1.25 | 20 | 7 | 5 | 4 | 8 | 1 | 2.5 | 2.5 | 6 |
50 | 7 | 5 | 4 | 6 | 1 | 3 | 2 | 8 | |||
80 | 6 | 5 | 2.5 | 7 | 1 | 4 | 2.5 | 8 | |||
150 | 5 | 6 | 3 | 8 | 1 | 4 | 2 | 7 | |||
500 | 2 | 7 | 4 | 8 | 1 | 5 | 3 | 6 | |||
0.75 | 1.25 | 0.75 | 20 | 8 | 5 | 3 | 7 | 1 | 2 | 4 | 6 |
50 | 7 | 5 | 4 | 8 | 1 | 2 | 3 | 6 | |||
80 | 7 | 6 | 4 | 8 | 1 | 2 | 3 | 5 | |||
150 | 7 | 6 | 5 | 8 | 1 | 4 | 3 | 2 | |||
500 | 4 | 7 | 3 | 8 | 1 | 6 | 2 | 5 | |||
0.75 | 2.25 | 0.75 | 20 | 5 | 6 | 4 | 7 | 1 | 3 | 2 | 8 |
50 | 4 | 6 | 5 | 7 | 1 | 2 | 3 | 8 | |||
80 | 4 | 6 | 5 | 8 | 1 | 2 | 3 | 7 | |||
150 | 4 | 8 | 5 | 7 | 1 | 2 | 3 | 6 | |||
500 | 5 | 7 | 4 | 8 | 1 | 2 | 3 | 6 | |||
1.5 | 2.25 | 2.5 | 20 | 5 | 6 | 4 | 8 | 1.5 | 1.5 | 3 | 7 |
50 | 3 | 6.5 | 5 | 8 | 1 | 2 | 4 | 6.5 | |||
80 | 2 | 7 | 5 | 8 | 1 | 3 | 4 | 6 | |||
150 | 2 | 8 | 5 | 7 | 1 | 3 | 4 | 6 | |||
500 | 2 | 8 | 5 | 7 | 1 | 3 | 4 | 6 | |||
1.5 | 2.25 | 1.25 | 20 | 4 | 6 | 5 | 8 | 3 | 1 | 2 | 7 |
50 | 4 | 6 | 5 | 8 | 1 | 2 | 3 | 7 | |||
80 | 3 | 6 | 5 | 8 | 1 | 2 | 4 | 7 | |||
150 | 3 | 7 | 5 | 8 | 1 | 2 | 4 | 6 | |||
500 | 4.5 | 8 | 4.5 | 7 | 1 | 2 | 3 | 6 | |||
3 | 0.35 | 1.25 | 20 | 1 | 6 | 5 | 7 | 3 | 8 | 2 | 4 |
50 | 1 | 7 | 3 | 6 | 4 | 8 | 2 | 5 | |||
80 | 1 | 7 | 3 | 6 | 4 | 8 | 2 | 5 | |||
150 | 1 | 6 | 2 | 7 | 4 | 8 | 3 | 5 | |||
500 | 3 | 7 | 2 | 6 | 1 | 8 | 4 | 5 | |||
3 | 0.35 | 0.75 | 20 | 2 | 7 | 5 | 6 | 3 | 8 | 1 | 4 |
50 | 1 | 7 | 5 | 6 | 4 | 8 | 3 | 2 | |||
80 | 1 | 7 | 5 | 6 | 3 | 8 | 2 | 4 | |||
150 | 1 | 7 | 4 | 6 | 3 | 8 | 2 | 5 | |||
500 | 2 | 7 | 4.5 | 6 | 1 | 8 | 3 | 4.5 | |||
141.5 | 261.5 | 168.5 | 278 | 80.5 | 187 | 111 | 212 | ||||
Overall Rank | 3 | 7 | 4 | 8 | 1 | 5 | 2 | 6 |
Distribution | Estimates | SEs | AIC | BIC | KS | KS p-Value | |||
---|---|---|---|---|---|---|---|---|---|
OLxLx | = 1.854428 | 0.3528995 | 409.5022 | 825.0044 | 833.5605 | 0.015023 | 0.092074 | 0.029928 | 0.999843 |
= 1.303778 | 0.6083500 | ||||||||
= 55.746420 | 20.1269541 | ||||||||
WLx | = 0.072862 | 0.137502 | 410.0418 | 828.0837 | 839.4918 | 0.029264 | 0.194151 | 0.041024 | 0.982411 |
= 7.312808 | 6.808461 | ||||||||
= 75.243002 | 247.138134 | ||||||||
= 1.525593 | 0.284570 | ||||||||
CGTPLx | = −0.838684 | 0.144250 | 409.6202 | 827.2403 | 838.6484 | 0.018824 | 0.120356 | 0.035205 | 0.997360 |
= 23.777878 | 106.066481 | ||||||||
= 0.227014 | 1.364232 | ||||||||
= 25.997754 | 44.284429 | ||||||||
LxW | = 2.070040 | 0.968163 | 409.7399 | 827.4798 | 838.8879 | 0.019457 | 0.130771 | 0.035056 | 0.997519 |
= 12.323896 | 433.967972 | ||||||||
= 0.482693 | 11.905508 | ||||||||
= 1.427611 | 0.1779201 | ||||||||
TWLx | =0.132298 | 0.326495 | 409.8028 | 829.6057 | 843.8658 | 0.023896 | 0.157834 | 0.038419 | 0.991586 |
= 12.150835 | 15.252054 | ||||||||
= 0.669019 | 0.452082 | ||||||||
= 28.320694 | 130.023884 | ||||||||
=1.462765 | 0.258484 | ||||||||
ELx | = 1.586198 | 0.279744 | 410.0718 | 826.1436 | 834.6997 | 0.0283230 | 0.190211 | 0.040512 | 0.984604 |
= 4.585705 | 2.226673 | ||||||||
= 24.741450 | 16.685800 | ||||||||
KwLx | = 0.397583 | 2.539788 | 409.9403 | 827.8806 | 839.2887 | 0.025854 | 0.172632 | 0.038924 | 0.990172 |
= 12.340590 | 18.279746 | ||||||||
= 1.516220 | 0.266744 | ||||||||
= 11.801720 | 89.335600 | ||||||||
MKLx | = 1.612191 | 0.390874 | 410.8951 | 827.7901 | 836.3462 | 0.050520 | 0.325224 | 0.049121 | 0.916932 |
= 0.392557 | 0.152109 | ||||||||
= 1.848593 | 1.565668 | ||||||||
BXLx | = 0.298273 | 0.051134 | 411.1459 | 828.2918 | 836.8479 | 0.054390 | 0.354999 | 0.047712 | 0.932685 |
= 1.020066 | 0.664080 | ||||||||
= 0.933832 | 0.249918 | ||||||||
BELx | =2.021947 | 2.967803 | 409.9135 | 829.8269 | 844.0871 | 0.0254417 | 0.169137 | 0.039074 | 0.989719 |
= 0.657188 | 2.449987 | ||||||||
= 0.093312 | 0.123866 | ||||||||
= 0.744411 | 1.078977 | ||||||||
= 6.620361 | 29.576475 | ||||||||
McLx | = 0.808465 | 3.545156 | 409.9125 | 829.8249 | 844.0851 | 0.025352 | 0.168538 | 0.039115 | 0.989595 |
= 11.292883 | 18.295065 | ||||||||
= 1.506001 | 0.283714 | ||||||||
= 4.188648 | 26.365111 | ||||||||
= 2.104531 | 3.111132 | ||||||||
OEHLLx | =1.426955 | 0.261373 | 409.728 | 827.456 | 838.8642 | 0.021328 | 0.140743 | 0.036817 | 0.995086 |
= 26.076262 | 93.761718 | ||||||||
= 0.106983 | 0.316311 | ||||||||
= 9.722434 | 8.822504 | ||||||||
TLx | = 4.020827 | 1.492284 | 409.6258 | 825.2516 | 833.8077 | 0.019549 | 0.125509 | 0.035842 | 0.996591 |
= 0.052398 | 0.025906 | ||||||||
= −0.844517 | 0.139368 | ||||||||
Lx | = 13.93842 | 15.38628 | 413.8329 | 831.6658 | 837.3698 | 0.080679 | 0.487362 | 0.096670 | 0.182695 |
= 121.02227 | 142.71830 | ||||||||
TPMOLx | = 2.810465 | 0.227464 | 418.1563 | 840.3125 | 846.0166 | 1.308544 | 7.103445 | 0.199602 | 0.000074 |
= 179.408493 | 35.185927 |
Method | KS | KS p-Value | |||
---|---|---|---|---|---|
WLSEs | 1.817852 | 1.259341 | 51.54454 | 0.032765 | 0.999396 |
LSEs | 1.854045 | 1.193350 | 51.61323 | 0.033634 | 0.999052 |
MLEs | 1.854428 | 1.303778 | 55.746420 | 0.029928 | 0.999843 |
MPSEs | 1.752837 | 1.470533 | 56.83993 | 0.033684 | 0.999028 |
CVMEs | 1.876271 | 1.200982 | 54.52999 | 0.0337999 | 0.998971 |
ADEs | 1.794702 | 1.400382 | 56.83796 | 0.030627 | 0.999832 |
RADEs | 1.813133 | 1.326467 | 54.75095 | 0.032264 | 0.999542 |
PCEs | 1.642911 | 1.273914 | 28.02273 | 0.099726 | 0.173070 |
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Alnssyan, B. The Modified-Lomax Distribution: Properties, Estimation Methods, and Application. Symmetry 2023, 15, 1367. https://doi.org/10.3390/sym15071367
Alnssyan B. The Modified-Lomax Distribution: Properties, Estimation Methods, and Application. Symmetry. 2023; 15(7):1367. https://doi.org/10.3390/sym15071367
Chicago/Turabian StyleAlnssyan, Badr. 2023. "The Modified-Lomax Distribution: Properties, Estimation Methods, and Application" Symmetry 15, no. 7: 1367. https://doi.org/10.3390/sym15071367
APA StyleAlnssyan, B. (2023). The Modified-Lomax Distribution: Properties, Estimation Methods, and Application. Symmetry, 15(7), 1367. https://doi.org/10.3390/sym15071367