Estimate the Survival Function of the Power Lomax (POLO) Distribution by Using the Simulated Annealing Algorithm

Mustafa A. Al-Saaedy, Emad H.Aboudi
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Abstract

In this paper the survival function of the Power Lomax distribution is estimated by two methods of estimation, which are the maximum likelihood method and the moment method. The obtained estimators contain non-linear equations that cannot be solved by ordinary mathematical methods and do not represent the estimations clearly, so a simulated annealing algorithm was used to solve this problem, then simulation was used to compare the estimation methods based on the statistical comparison criterion mean squares of integral error (IMSE) and to get the best estimator for survival function. The results show the preference the maximum likelihood method than the moment method.
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利用模拟退火算法估计幂洛max (POLO)分布的生存函数
本文用极大似然法和矩量法两种估计方法估计了幂Lomax分布的生存函数。由于得到的估计量包含一般数学方法无法求解的非线性方程,不能清晰地表示估计量,因此采用模拟退火算法解决了这一问题,然后采用仿真方法对基于统计比较准则积分误差均方(IMSE)的估计方法进行了比较,得到了生存函数的最佳估计量。结果表明,极大似然法比矩量法更适用。
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