Parameter estimation using different information-theoretical divergence measures

Shamilov A., MERT KANTAR Y., USTA İ.

WSEAS Transactions on Information Science and Applications, cilt.3, sa.12, ss.2355-2359, 2006 (Scopus) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 3 Sayı: 12
  • Basım Tarihi: 2006
  • Dergi Adı: WSEAS Transactions on Information Science and Applications
  • Derginin Tarandığı İndeksler: Scopus
  • Sayfa Sayıları: ss.2355-2359
  • Anahtar Kelimeler: Downhill simplex method, J measure, Kullback-Leibler measure, Parameter estimation methods, Weibull distribution
  • Anadolu Üniversitesi Adresli: Evet

Özet

In this paper, a approach for parameter estimation is presented by using different divergence information measures. A comparison of the proposed approach and usual methods, such as the moment method, the least square method, is also given. The presented optimization approach is applied to estimate two-parameter Weibull distribution which is widely used in reliability, life testing, survival analysis, engineering and wind energy studies. Also, analysis of validation of the a approach used the different information-theoretical divergence measures on real wind data is presented.