JSM 2011 Online Program

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Activity Number: 663
Type: Contributed
Date/Time: Thursday, August 4, 2011 : 10:30 AM to 12:20 PM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #302464
Title: Asymptotic Properties of MLEs for Distributions Generated from an Exponential-Class Lifetime Distribution by a Generalized Log-Logistic Transformation
Author(s): James U. Gleaton*+ and M. Mahbubur Rahman
Companies: University of North Florida and University of North Florida
Address: Dept. of Mathematics & Statistics, Jacksonville, FL, 32224,
Keywords: Generalized log-logistic families ; MLE asymptotic properties ; exponential class lifetime distribution
Abstract:

A generalized log-logistic (g.l.l.) family of lifetime distributions is one in which any pair of distributions are related through a g.l.l. transformation, for some (non-negative) value of the transformation parameter kappa (the odds function of the second distribution is the kappa-th power of the odds function of the first distribution). We consider g.l.l. families generated from a distribution of exponential form. It is shown that, for a certain range of values of the transformation parameter, the Maximum Likelihood Estimators (MLE's) for the parameters of the generated, or composite, distribution have the properties of strong consistency and asymptotic normality and efficiency.


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