SMS scnews item created by Andrew Mathas at Tue 28 Jun 2011 2039
Type: Seminar
Distribution: World
Expiry: 8 Jul 2011
Calendar1: 8 Jul 2011 1100-1200
CalLoc1: AGR
CalTitle1: Parameters Using Cross Entropy Method
Auth: mathas@152.206.broadband11.iol.cz in SMS-auth

AGR Seminar

Estimating Burr XII Distribution Parameters Using Cross Entropy Method

Dr. Babak Abbasi

Title Estimating Burr XII Distribution Parameters Using Cross Entropy Method

Speaker: Dr. Babak Abbasi, RMIT University, Melbourne

Time & Date Friday 8th July 2011, 11am

Venue Room 310 (Access Grid Room), Physical Sciences 2, La Trobe University, Bundoora Campus


Abstract
The Burr XII distribution can closely approximate many other well known probability density functions such as the normal, gamma, lognormal, exponential distributions as well as Pearson type I, II, V, VII, IX, X, XII families of distributions. Considering a wide range of shape and scale parameters of the Burr XII distribution, it can have an important role in reliability modeling, risk analysis and statistical process control. However, estimating parameters of the Burr XII distribution can be a complicated task and the use of conventional methods such as Maximum Likelihood Estimation (MLE) and Moment Method (MM) is not straightforward.

Some tables to estimate Burr XII parameters have been provided by Burr (1942) but they are not adequate for many purposes or data sets. In this presentation, We investigate the problems of estimating Burr XII parameters and develop a Cross Entropy method in context of Maximum Likelihood Estimation (MLE) of Burr XII distribution for complete data or in presence of multiple censoring. A simulation study is conducted to assess the performance of the MLE via CE method for different parameter settings and sample sizes.

If you would like to attend the seminar please let Robert Pearson know.


Send an email to the contact below to advise that you will be attending the seminar.

Contact: Dr Andriy Olenko, Statistics Seminar Convenor Department of Mathematics and Statistics, La Trobe University a.olenko@latrobe.edu.au

This notice is available on the AMSI website (www.amsi.org.au): Research & HIgher Education > Access Grid > Events and Seminars


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