Research Article Open Access

On Using Conventional and TL moments for the Estimation of a Mixture of Exponential Distributions, A Theoretical Review

Habib Ahmed Elsayir1
  • 1 Umm Al Qura University (K.S.A), Saudi Arabia
American Journal of Applied Sciences
Volume 17 No. 1, 2020, 88-94

DOI: https://doi.org/10.3844/ajassp.2020.88.94

Submitted On: 6 November 2019
Published On: 23 May 2020

How to Cite: Elsayir, H. A. (2020). On Using Conventional and TL moments for the Estimation of a Mixture of Exponential Distributions, A Theoretical Review. American Journal of Applied Sciences, 17(1), 88-94. https://doi.org/10.3844/ajassp.2020.88.94

Abstract

This paper focuses on derivation of a mixture of exponential distribution and Linear Moments (LM) and Trimmed Linear moments (TL) is derived for estimation of its parameters. A comparison was made between L-moments, TL-moments of two component mixture of exponential distributions and conventional moments. In intensive simulation study, empirical study results are in the favor of conventional moments, the reason is that the L and TL-moments provided sometimes nearly unbiased results; sometimes much biased. Due to this vast variation, admittedly this study is in the favor of the conventional moments even its results are not much accurate and efficient.

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Keywords

  • Distribution Function
  • Exponential Distribution L-moments and TL-moments
  • Order Statistics
  • Parameter Estimation
  • Probability Density Function