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Publication
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Title of Article |
Minimum K-S estimator using PH-transform technique |
Date of Acceptance |
31 May 2016 |
Journal |
Title of Journal |
Suan Sunandha Science and Technology Journal (SSSTJ) |
Standard |
OTHER () |
Institute of Journal |
Suan Sunandha Rajabhat University |
ISBN/ISSN |
ISSN 2351-0889 |
Volume |
No.2 |
Issue |
Vol.3 |
Month |
July |
Year of Publication |
2016 |
Page |
11-16 |
Abstract |
In this paper, we propose an improvement of the minimum Kolmogorov-Smirnov (K-S) estimator using proportional hazards transform (PH-transform) technique. The data of experiment is 47 fire accidents data of an insurance company in Thailand. This experiment has two operations, the first operation, we minimize K-S statistic value using grid search technique for nine distributions; Rayleigh distribution, gamma distribution, Pareto distribution, log-logistic distribution, logistic distribution, normal distribution, Weibull distribution, log-normal distribution, and exponential distribution and the second operation, we improve K-S statistic using PH-transform. The result appears that PH-transform technique can improve the minimum K-S estimator. The algorithms give better the minimum K-S estimator for seven distributions; Rayleigh distribution, logistic distribution, gamma distribution, Pareto distribution, log-logistic distribution, normal distribution, Weibull distribution, log-normal distribution, and exponential distribution while the minimum K-S estimators of normal distribution and logistic distribution are unchanged. |
Keyword |
Minimum K-S estimator, PH-transform technique, Grid search technique. |
Author |
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Reviewing Status |
มีผู้ประเมินอิสระ |
Status |
ตีพิมพ์แล้ว |
Level of Publication |
นานาชาติ |
citation |
false |
Part of thesis |
true |
Attach file |
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Citation |
0
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