Parameter estimation using the measure of symmetric cross entropy divergence measure

Authors:
Aladdin Shamilov;Yeliz Mert Kantar;Ilhan Usta
Affiliations:
Anadolu University, Science and Art Faculty-Department of Statistics, Turkey;Anadolu University, Science and Art Faculty-Department of Statistics, Turkey;Anadolu University, Science and Art Faculty-Department of Statistics, Turkey
Venue:
SMO'06 Proceedings of the 6th WSEAS International Conference on Simulation, Modelling and Optimization
Year:
2006

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Abstract

In this paper, a method for parameter estimation is presented by using the measure of symmetric cross entropy divergence (J divergence). The presented method is used to estimate two-parameter Weibull distribution which is widely used in reliability, life testing, and survival analysis, engineering, wind energy studies. A comparison of the proposed method and usual methods, such as Maximum likelihood methods, moment method, least square method, is also given. In application, it is used monthly wind speed data measured in Karabayir, Turkey.