| Author | Chien, Chi-fu |
| Call Number | AIT Thesis no. CS-87-3 |
| Subject(s) | Distribution (Probability theory)
|
| Note | A thesis submitted in partial fulfillment of the requirements for the degree of Master of Engineering, School of Engineering and Technology |
| Publisher | Asian Institute of Technology |
| Abstract | The Method of Mixed moments and other methods for parameter
estimation in Pearson Type 3 distributions have been investigated
in this study. A computer simulation program was conducted to
evaluate the performance of twelve methods of different sample
sizes. The major comparisons were for Method of Maximum
Likelihood, Method of Direct moments and Method of Mixed moments.
Censored samples were also examined in this study.
Performance evaluation of the better methods had been made
by using bias of parameter estimates, Root Mean Square
Error(RMSE) of parameter estimates, and relative error and
variance of T-year event corresponding to three probabilities
levels. The comparison was tried to base on the same environment
and the repeated count was large enough to allow a general
conclusion.
It showed that the Method of Direct Moment has good
performance in tenms of relative error of T-year event over small
sample size while the Method of Maximum Likelihood has good
performance over large sample sizes. But in general, MLTl of
Method of Mixed moments performs well for both small and large
samples. |
| Year | 1987 |
| Type | Thesis |
| School | School of Engineering and Technology (SET) |
| Department | Other Field of Studies (No Department) |
| Academic Program/FoS | Computer Science (CS) |
| Chairperson(s) | Huynh, Ngoc Phien |
| Examination Committee(s) | Khang, Bach Hung ;Venkatachalam, Paruvachi A.
|
| Scholarship Donor(s) | Telecommunication Administration
Taiwan, Republic of China |
| Degree | Thesis (M.Eng.) - Asian Institute of Technology, 1987 |