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RSS Feed for Wolfram Community showing any discussions in tag Statistics and Probability sorted by activeEstimate the parameters of the Kumaraswamy distribution
https://community.wolfram.com/groups/-/m/t/3148966
Hello Everyone !!
I have been trying to estimate the parameters of the kumaraswamy(alpha ,beta) distribution using 5 different methods (MLE,MOM ,PWM ,self determined PWM,POME )
In the notebook i attached a detailed explanation of the POME method ,my problem is that i am not getting estimates that are reasonable at all ...i have tried to restrict the domain of the dist by truncating the data but the problem still holds ..i have a paper of real life data and estimates were obtained using this method ,so can anyone please have a look at the simulation part and suggest solutions.
My goal is to simulate 1000 data sets with 20 sample size each and the true values of alpha and beta are 2
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[1]: https://www.wolframcloud.com/obj/16136472-5eb8-4d1a-89a4-a806bfea637aDana Alamleh2024-03-28T15:59:58ZIntroduction to Stochastic Processes for Finance Research and Trading
https://community.wolfram.com/groups/-/m/t/3125647
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![enter image description here][1]
[1]: https://community.wolfram.com//c/portal/getImageAttachment?filename=WolframUBanner.png&userId=773999Jonathan Kinlay2024-02-21T09:32:02ZAn example of multi-level modelling in plants
https://community.wolfram.com/groups/-/m/t/3145876
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[1]: https://www.wolframcloud.com/obj/a3858b52-b970-4bff-8b9f-a11e1b5bdad7Rui Alves2024-03-22T11:48:33Z