Open AccessLomax-Rayleigh distribution: traditional and heuristic methods of estimation
Author(s) -
Nashaat Jasim Al-Anber
Publication year - 2020
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1591/1/012044
Subject(s) - lomax distribution , rayleigh distribution , mathematics , mean squared error , generalization , probability density function , statistics , moment generating function , mathematical optimization , algorithm , pareto distribution , mathematical analysis
We introduce a continuous distribution called the Lomax-Rayleigh (L-R) distribution that extends the Lomax distribution. The generalization of the probability density function, cumulative distribution function of this distribution and the expression for moment generating function was established. We considered a traditional methods of estimation such as the maximum likelihood method and nonlinear least square estimation method to estimate the parameters and utilizing the Artificial Intelligence Algorithms such as Genetics Algorithm and pattern search method in estimation process. A comparison study among that methods is carried out through simulation experiments. We concluded that pattern search method is more efficient than other methods depending upon mean square error criteria.