Use of the heuristic optimization in the parameter estimation of generalized gamma distribution: comparison of GA, DE, PSO and SA methods
Yükleniyor...
Tarih
2020
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Springer
Erişim Hakkı
info:eu-repo/semantics/embargoedAccess
Özet
The generalized gamma distribution (GGD) is a popular distribution because it is extremely flexible. Due to the density function structure of GGD, estimating the parameters of the GGD family by statistical point estimation techniques is a complicated task. In other words, for the parameter estimation, the maximizing likelihood function of GGD is a problematic case. Hence, alternative approaches can be used to obtain estimators of GGD parameters. This paper proposes an alternative parameter estimation method for GGD by using the heuristic optimization approaches such as Genetic Algorithms (GA), Differential Evolution (DE), Particle Swarm Optimization (PSO), and Simulated Annealing (SA). A comparison between different modern heuristic optimization methods applied to maximize the likelihood function for parameter estimation is presented in this paper. The paper also investigates both the performance of heuristic methods and estimation of GGD parameters. Simulations show that heuristic approaches provide quite accurate estimates. In most of the cases, DE has better performance than other heuristics in terms of bias values of parameter estimations. Besides, the usefulness of an alternative parameter estimation method for GGD using the heuristic optimization approach is illustrated with a real data set.
Açıklama
Özsoy, Volkan Soner ( Aksaray, Yazar )
Anahtar Kelimeler
Generalized Gamma Distribution, Maximum Likelihood Function, Heuristic Techniques, Real Dataset
Kaynak
Computational Statistics
WoS Q Değeri
Q4
Scopus Q Değeri
Q2
Cilt
-
Sayı
-
