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Fitting generalized logistic distribution by least squares based on the logistic transformation of order statistics
Communications in Statistics - Theory and Methods ( IF 0.8 ) Pub Date : 2021-04-21 , DOI: 10.1080/03610926.2021.1912353
Haiqing Chen 1, 2 , Xu Zhao 3 , Leilei Zhu 4 , Weihu Cheng 3 , Lu Xu 1
Affiliation  

Abstract

In this paper, we propose a least-squares estimator based on Logistic transformation of order statistics (LLSE) and grouped LLSE for the generalized Logistic distribution. Some asymptotic results are provided. Two simulations are undertaken to assess the performance of the proposed method and to compare them with other methods suggested in this paper. The simulation results indicate that LLSE performs better than some other methods and grouped LLSE performs fairly well in small sample size. Finally, LLSE is applied to a real dataset.



中文翻译:

基于订单统计logistic变换的最小二乘法拟合广义logistic分布

摘要

在本文中,我们针对广义逻辑分布提出了一种基于阶数统计 Logistic 变换 (LLSE) 和分组 LLSE 的最小二乘估计器。提供了一些渐近结果。进行了两次模拟来评估所提出方法的性能,并将它们与本文中建议的其他方法进行比较。仿真结果表明 LLSE 比其他一些方法表现更好,并且分组 LLSE 在小样本量下表现相当好。最后,将 LLSE 应用于真实数据集。

更新日期:2021-04-21
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