The aim of this study was to employ Maximum Likelihood (MLE) jointly with a numerical Method (Newton Raphson method) to obtain parameter estimates from the two-parameter Gamma model. The profile likelihood of the two-parameter Gamma model was also put into consideration. The methods were demonstrated using simulation studies and real life data considering data sets generated by R statistical software for different sample sizes. Standard errors were computed and 5 % Wald-confidence interval was constructed for the estimates of the model. The result of the study shows that Maximum Likelihood Estimation (MLE) jointly with Newton Raphson method was more efficient for estimating parameters of the Gamma model in simulation study than real life data. The study recommends that parameter estimates from the two-parameter Gamma model should be obtained by employing Maximum Likelihood Estimation jointly with Newton Raphson Method.
| Published in | International Journal of Statistical Distributions and Applications (Volume 3, Issue 2) |
| DOI | 10.11648/j.ijsd.20170302.11 |
| Page(s) | 13-17 |
| Creative Commons |
This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited. |
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Copyright © The Author(s), 2024. Published by Science Publishing Group |
Parameter Estimation, Two-Parameter Gamma Model, Profile Likelihood, Maximum Likelihood Estimation, Newton Raphson Method
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APA Style
A. M. Yahaya, N. P. Dibal, H. R. Bakari. (2017). Comparing Parameter Estimates Obtained by Simulation Study and Real Life Data from the Two-Parameter Gamma Model. International Journal of Statistical Distributions and Applications, 3(2), 13-17. https://doi.org/10.11648/j.ijsd.20170302.11
ACS Style
A. M. Yahaya; N. P. Dibal; H. R. Bakari. Comparing Parameter Estimates Obtained by Simulation Study and Real Life Data from the Two-Parameter Gamma Model. Int. J. Stat. Distrib. Appl. 2017, 3(2), 13-17. doi: 10.11648/j.ijsd.20170302.11
AMA Style
A. M. Yahaya, N. P. Dibal, H. R. Bakari. Comparing Parameter Estimates Obtained by Simulation Study and Real Life Data from the Two-Parameter Gamma Model. Int J Stat Distrib Appl. 2017;3(2):13-17. doi: 10.11648/j.ijsd.20170302.11
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Download@article{10.11648/j.ijsd.20170302.11,
author = {A. M. Yahaya and N. P. Dibal and H. R. Bakari},
title = {Comparing Parameter Estimates Obtained by Simulation Study and Real Life Data from the Two-Parameter Gamma Model},
journal = {International Journal of Statistical Distributions and Applications},
volume = {3},
number = {2},
pages = {13-17},
doi = {10.11648/j.ijsd.20170302.11},
url = {https://doi.org/10.11648/j.ijsd.20170302.11},
eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.ijsd.20170302.11},
abstract = {The aim of this study was to employ Maximum Likelihood (MLE) jointly with a numerical Method (Newton Raphson method) to obtain parameter estimates from the two-parameter Gamma model. The profile likelihood of the two-parameter Gamma model was also put into consideration. The methods were demonstrated using simulation studies and real life data considering data sets generated by R statistical software for different sample sizes. Standard errors were computed and 5 % Wald-confidence interval was constructed for the estimates of the model. The result of the study shows that Maximum Likelihood Estimation (MLE) jointly with Newton Raphson method was more efficient for estimating parameters of the Gamma model in simulation study than real life data. The study recommends that parameter estimates from the two-parameter Gamma model should be obtained by employing Maximum Likelihood Estimation jointly with Newton Raphson Method.},
year = {2017}
}
TY - JOUR T1 - Comparing Parameter Estimates Obtained by Simulation Study and Real Life Data from the Two-Parameter Gamma Model AU - A. M. Yahaya AU - N. P. Dibal AU - H. R. Bakari Y1 - 2017/05/06 PY - 2017 N1 - https://doi.org/10.11648/j.ijsd.20170302.11 DO - 10.11648/j.ijsd.20170302.11 T2 - International Journal of Statistical Distributions and Applications JF - International Journal of Statistical Distributions and Applications JO - International Journal of Statistical Distributions and Applications SP - 13 EP - 17 PB - Science Publishing Group SN - 2472-3509 UR - https://doi.org/10.11648/j.ijsd.20170302.11 AB - The aim of this study was to employ Maximum Likelihood (MLE) jointly with a numerical Method (Newton Raphson method) to obtain parameter estimates from the two-parameter Gamma model. The profile likelihood of the two-parameter Gamma model was also put into consideration. The methods were demonstrated using simulation studies and real life data considering data sets generated by R statistical software for different sample sizes. Standard errors were computed and 5 % Wald-confidence interval was constructed for the estimates of the model. The result of the study shows that Maximum Likelihood Estimation (MLE) jointly with Newton Raphson method was more efficient for estimating parameters of the Gamma model in simulation study than real life data. The study recommends that parameter estimates from the two-parameter Gamma model should be obtained by employing Maximum Likelihood Estimation jointly with Newton Raphson Method. VL - 3 IS - 2 ER -
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