Article Dans Une Revue International Journal of Scientific Research in Mathematical and Statistical Sciences Année : 2020

A study on the estimation of the Transmuted Generalized Uniform Distribution

Issa Cherif Geraldo
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Résumé

In this paper, we consider the maximum likelihood (ML) estimation of the parameters a new probability distribution recently developed and called transmuted generalized uniform distribution (TGUD). Because of the complicated form of its log-likelihood function, this ML estimation can only be done by using numerical optimization algorithms but this problem has not been studied yet. We address this lack through a comprehensive simulation study in R software using some of the best optimization algorithms (Newton, quasi-Newton and Nelder-Mead algorithms). It is found that the Nelder-Mead algorithm is the best of all the selected algorithms.

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hal-02523922 , version 1 (02-04-2020)

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  • HAL Id : hal-02523922 , version 1

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Issa Cherif Geraldo. A study on the estimation of the Transmuted Generalized Uniform Distribution. International Journal of Scientific Research in Mathematical and Statistical Sciences, 2020, 7 (1), pp.33-39. ⟨hal-02523922⟩
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