This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 307
Type: Contributed
Date/Time: Tuesday, August 3, 2010 : 8:30 AM to 10:20 AM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #307783
Title: A Semi-MLE Algorithm for RMM Distribution and a Comparison of the Goodness of Fit of RMM Distribution and the Pearson Distribution System
Author(s): Michal Shauly*+ and Yisrael Parmet and Haim Shore
Companies: Ben-Gurion University of the Negev and Ben-Gurion University of the Negev and Ben-Gurion University of the Negev
Address: POB 653, , 84105, Israel
Keywords: Distribution fitting ; Maximum likelihood estimation ; Pearson distribution system ; Response Modeling Methodology (RMM) ; L2-norm ; Goodness-of-fit
Abstract:

We propose a new semi-MLE algorithm for the error distribution associated with Response Modeling Methodology (RMM). This algorithm is applied to fit RMM to simulated samples from three distributions. The Pearson distribution system and the true (generating) model are also fitted to the same samples. The resulting goodness-of-fit, measured by L2-norm, serves as performance variable in statistical analyses comparing the models. Three factors that may affect the comparison (sample size, skewness and generating distribution) are also investigated. RMM consistently outperforms Pearson. Furthermore, while differences between Pearson and the true model are significant, RMM and the true model do not always differ significantly. The implications of these results are discussed.


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