Inference for the Kumaraswamy distribution under k-record values

作者:

Highlights:

• Maximum likelihood and pivotal based point estimates were proposed for Kumaraswamy model.

• Exact confidence intervals and regions are constructed for Kumaraswamy parameter.

• Pivotal based estimation methods can be extend to other model and failure samples cases.

• The smallest-sets are provided through constrained optimization problems.

• Monthly water capacity and simulated data examples are investigated.

摘要

•Maximum likelihood and pivotal based point estimates were proposed for Kumaraswamy model.•Exact confidence intervals and regions are constructed for Kumaraswamy parameter.•Pivotal based estimation methods can be extend to other model and failure samples cases.•The smallest-sets are provided through constrained optimization problems.•Monthly water capacity and simulated data examples are investigated.

论文关键词:Kumaraswamy distribution,k-records,Pivotal quantities,Maximum likelihood estimation,Optimal confidence sets,Nonlinear programming

论文评审过程:Received 26 December 2016, Available online 8 March 2017, Version of Record 20 March 2017.

论文官网地址:https://doi.org/10.1016/j.cam.2017.02.037