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Applied Ma<strong>the</strong>matics and Computation 158 (2004) 133–147<br />

www.elsevier.com/locate/amc<br />

<strong>Estimation</strong> <strong>of</strong> <strong>parameters</strong> <strong>of</strong> <strong>the</strong><br />

<strong>Gompertz</strong> <strong>distribution</strong> <strong>using</strong> <strong>the</strong> <strong>least</strong><br />

squares method<br />

Jong-Wuu Wu a, *<br />

, Wen-Liang Hung b , Chih-Hui Tsai a<br />

a Department <strong>of</strong> Statistics, Tamkang University, Tamsui, Taipei 25137, Taiwan, ROC<br />

b Department <strong>of</strong> Ma<strong>the</strong>matics, National Hsinchu Teachers College, Hsin-Chu, Taiwan, ROC<br />

Abstract<br />

The <strong>Gompertz</strong> <strong>distribution</strong> has been used to describe human mortality and establish<br />

actuarial tables. Recently, this <strong>distribution</strong> has been again studied by some authors. The<br />

maximum likelihood estimates for <strong>the</strong> <strong>parameters</strong> <strong>of</strong> <strong>the</strong> <strong>Gompertz</strong> <strong>distribution</strong> has<br />

been discussed by Garg et al. [J. R. Statist. Soc. C 19 (1970) 152]. The purpose <strong>of</strong> this<br />

paper is to propose unweighted and weighted <strong>least</strong> squares estimates for <strong>parameters</strong> <strong>of</strong><br />

<strong>the</strong> <strong>Gompertz</strong> <strong>distribution</strong> under <strong>the</strong> complete data and <strong>the</strong> first failure-censored data<br />

(series systems; see [J. Statist. Comput. Simulat. 52 (1995) 337]). A simulation study is<br />

carried out to compare <strong>the</strong> proposed estimators and <strong>the</strong> maximum likelihood estimators.<br />

Results <strong>of</strong> <strong>the</strong> simulation studies show that <strong>the</strong> performance <strong>of</strong> <strong>the</strong> weighted <strong>least</strong><br />

squares estimators is acceptable.<br />

Ó 2003 Elsevier Inc. All rights reserved.<br />

Keywords: <strong>Gompertz</strong> <strong>distribution</strong>; Least squares estimate; Maximum likelihood estimate; First<br />

failure-censored; Series system<br />

1. Introduction<br />

The <strong>Gompertz</strong> <strong>distribution</strong> plays an important role in modeling human<br />

mortality and fitting actuarial tables. Historically, <strong>the</strong> <strong>Gompertz</strong> <strong>distribution</strong><br />

* Corresponding author.<br />

E-mail address: jwwu@stat.tku.edu.tw (J.-W. Wu).<br />

0096-3003/$ - see front matter Ó 2003 Elsevier Inc. All rights reserved.<br />

doi:10.1016/j.amc.2003.08.086


134 J.-W. Wu et al. / Appl. Math. Comput. 158 (2004) 133–147<br />

was first introduced by <strong>Gompertz</strong> [8]. Recently, many authors have contributed<br />

to <strong>the</strong> studies <strong>of</strong> statistical methodology and characterization <strong>of</strong> this <strong>distribution</strong>;<br />

for example, Read [15], Makany [13], Rao and Damaraju [14], Franses [6],<br />

Chen [3] and Wu and Lee [17]. Garg et al. [7] studied <strong>the</strong> properties <strong>of</strong> <strong>the</strong><br />

<strong>Gompertz</strong> <strong>distribution</strong> and obtained <strong>the</strong> maximum likelihood (ML) estimates<br />

for <strong>the</strong> <strong>parameters</strong>. Gordon [9] provided <strong>the</strong> ML estimation for <strong>the</strong> mixture <strong>of</strong><br />

two <strong>Gompertz</strong> <strong>distribution</strong>s.<br />

Probability plots in <strong>the</strong>ir most common form are used with location-scale<br />

parameter models. Parameters were estimated from a probability plot by fitting<br />

a straight line through <strong>the</strong> points by eye, but it is clear that <strong>the</strong> line could have<br />

been determined by <strong>least</strong> squares method. A similar idea can be used more<br />

generally to propose parameter estimates in certain situations. In this paper, we<br />

consider <strong>Gompertz</strong> model in which <strong>the</strong> unknown <strong>parameters</strong> can be related to<br />

some transform <strong>of</strong> <strong>the</strong> cumulative <strong>distribution</strong> function under <strong>the</strong> complete<br />

data and <strong>the</strong> first failure-censored data (for example, series system; see [1]).<br />

The remainder <strong>of</strong> this paper is organized as follows. In Section 2, we propose<br />

unweighted and weighted <strong>least</strong> squares procedures for estimating <strong>the</strong><br />

<strong>parameters</strong> <strong>of</strong> <strong>the</strong> <strong>Gompertz</strong> <strong>distribution</strong> for both complete samples and <strong>the</strong><br />

first failure-censored samples. Numerical simulation studies are given in Section<br />

3. Some conclusions are presented in Section 4.<br />

2. Least squares estimation <strong>of</strong> <strong>parameters</strong><br />

In this section, we propose both unweighted and weighted <strong>least</strong> squares<br />

procedures for estimating <strong>the</strong> <strong>parameters</strong> c and k <strong>of</strong> <strong>the</strong> <strong>Gompertz</strong> <strong>distribution</strong>.<br />

For <strong>the</strong> case <strong>of</strong> complete sample is discussed in Section 2.1. In Section 2.2, we<br />

derive <strong>the</strong> unweighted and weighted <strong>least</strong> squares estimates <strong>of</strong> c and k under <strong>the</strong><br />

first failured-censored sampling plan [1]. The sampling plan proposed by<br />

Balasooriya [1] consists <strong>of</strong> grouping number <strong>of</strong> specimens into several sets or<br />

series systems <strong>of</strong> <strong>the</strong> same size and testing each <strong>of</strong> <strong>the</strong>se series systems <strong>of</strong><br />

specimens separately until <strong>the</strong> occurrence <strong>of</strong> first failure in each series system in<br />

reliability study. Compared to ordinary sampling plans, <strong>the</strong> first failured-censored<br />

sampling plan has an advantage <strong>of</strong> saving both test-time and resources.<br />

2.1. Least squares estimates under complete data<br />

The probability density function (p.d.f.) <strong>of</strong> <strong>the</strong> <strong>Gompertz</strong> <strong>distribution</strong> is<br />

k<br />

f ðxÞ ¼ke cx exp<br />

c ðecx 1Þ ; x > 0; ð1Þ


where c > 0andk > 0 are <strong>the</strong> <strong>parameters</strong>. It is noted that when c ! 0, <strong>the</strong><br />

<strong>Gompertz</strong> <strong>distribution</strong> will tend to an exponential <strong>distribution</strong>. The corresponding<br />

cumulative <strong>distribution</strong> function (c.d.f.) is<br />

k<br />

F ðxÞ ¼1 exp<br />

c ðecx 1Þ<br />

ð2Þ<br />

and F ðxÞ satisfies<br />

<br />

lnf lnð1 F ðxÞÞg ¼ ln k þ ln ecx 1<br />

: ð3Þ<br />

c<br />

Now suppose that X 1 ; X 2 ; ...; X n is a sample <strong>of</strong> size n from a <strong>Gompertz</strong><br />

<strong>distribution</strong> with <strong>parameters</strong> c and k, and that X ð1Þ < X ð2Þ < < X ðnÞ are <strong>the</strong><br />

order statistics. For observed ordered observations x ð1Þ < x ð2Þ < < x ðnÞ ,it<br />

follows from (3) that<br />

<br />

lnf lnð1 F ðx ðiÞ ÞÞg ¼ ln k þ ln ecx ðiÞ<br />

1<br />

; i ¼ 1; 2; ...; n: ð4Þ<br />

c<br />

Let <strong>the</strong> empirical <strong>distribution</strong> function <strong>of</strong> F ðxÞ be denoted by bF ðxÞ, where<br />

bF ðx ðiÞ Þ equals i=n. In order to avoid lnð0Þ in (4), we modify bF ðx ðiÞ Þ to be<br />

p i ¼ i d<br />

n 2d þ 1<br />

for some d ð0 6 d < 1Þ. The reader is referred to Barnett [2] and DÕAgostino<br />

and Stephens [4] for details. In this paper, we only choose three popular<br />

quantities d ¼ 0, 0.5, 0.3 [10,16], and let p 1i ¼ i=ðn þ 1Þ, p 2i ¼ði 0:5Þ=n, p 3i ¼<br />

ði 0:3Þ=ðn þ 0:4Þ. Alternatively, we use p 4i ¼ P i<br />

j¼1 f1=ðn j þ 1Þg to estimate<br />

lnð1 F ðx ðiÞ ÞÞ in (4) (see [12,16]).<br />

First, we estimate c and k by unweighted <strong>least</strong> squares (UWLS) method. Let<br />

and<br />

G k ðc; kÞ ¼ Xn<br />

i¼1<br />

G 4 ðc; kÞ ¼ Xn<br />

J.-W. Wu et al. / Appl. Math. Comput. 158 (2004) 133–147 135<br />

i¼1<br />

<br />

lnð<br />

<br />

ln p 4i<br />

We solve <strong>the</strong> normal equations<br />

8<br />

oG k ðc; kÞ >< ¼ 0;<br />

oc<br />

>: oG k ðc; kÞ<br />

¼ 0<br />

ok<br />

<br />

lnð1 p ki ÞÞ ln k ln ecx ðiÞ 2<br />

1<br />

; k ¼ 1; 2; 3<br />

c<br />

<br />

ln k ln ecx ðiÞ 2<br />

1<br />

:<br />

c


136 J.-W. Wu et al. / Appl. Math. Comput. 158 (2004) 133–147<br />

for each k ¼ 1, 2, 3, 4. Then <strong>the</strong> corresponding UWLS estimates <strong>of</strong> c and k<br />

satisfy <strong>the</strong> following normal equations for k ¼ 1, 2, 3:<br />

( !<br />

!)<br />

^c k ¼<br />

Xn ^c k x e^c kx ðiÞ ðiÞ þ e^c k x ðiÞ<br />

1 e^c kx ðiÞ<br />

1<br />

e^c kx ðiÞ<br />

ln<br />

1<br />

^c k<br />

^k k ¼<br />

<br />

(<br />

(<br />

i¼1<br />

X n<br />

Yn<br />

i¼1<br />

i¼1<br />

1 X n<br />

n<br />

i¼1<br />

ð<br />

^c k x ðiÞ e^c kx ðiÞ þ e^c k x ðiÞ<br />

1<br />

^c k ðe^c kx ðiÞ<br />

1Þ<br />

lnð lnð1 p ki ÞÞ þ 1 n<br />

lnð1<br />

!"<br />

lnð<br />

X n<br />

i¼1<br />

ln<br />

lnð1<br />

p ki ÞÞ<br />

e^c kx ðiÞ<br />

1<br />

^c k<br />

!#) 1<br />

;<br />

) 1=n ( !) ð 1=nÞ<br />

Y n e^c kx ðiÞ<br />

1<br />

p ki ÞÞ<br />

^c k<br />

i¼1<br />

and<br />

( !<br />

!)<br />

^c 4 ¼<br />

Xn ^c 4 x e^c 4x ðiÞ ðiÞ þ e^c 4 x ðiÞ<br />

1 e^c 4x ðiÞ<br />

1<br />

e^c 4x ðiÞ<br />

ln<br />

1<br />

^c 4<br />

<br />

(<br />

i¼1<br />

X n<br />

i¼1<br />

þ 1 n<br />

i¼1<br />

X n<br />

i¼1<br />

^c 4 x ðiÞ e^c 4x ðiÞ þ e^c 4 x ðiÞ<br />

1<br />

^c 4 ðe^c 4x ðiÞ<br />

1Þ<br />

ln<br />

e^c 4x ðiÞ<br />

1<br />

^c 4<br />

!#) 1<br />

;<br />

!"<br />

ln p 4i<br />

( ) 1=n ( !) ð 1=nÞ<br />

^k 4 ¼<br />

Yn Y n e^c 4x ðiÞ<br />

1<br />

p 4i<br />

:<br />

^c 4<br />

i¼1<br />

1 X n<br />

n<br />

i¼1<br />

ln p 4i<br />

Second, we can also estimate c and k via weighted <strong>least</strong> squares (WLS)<br />

method (see [5,11]). For a ¼ 1; 2 and k ¼ 1; 2; 3, let<br />

<br />

<br />

K ak ðc; kÞ ¼ Xn<br />

W aki lnð lnð1 p ki ÞÞ ln k ln ecx ðiÞ 2<br />

1<br />

c<br />

i¼1<br />

and<br />

K 34 ðc; kÞ ¼ Xn<br />

i¼1<br />

W 34i<br />

<br />

ln p 4i<br />

<br />

ln k ln ecx ðiÞ 2<br />

1<br />

;<br />

c<br />

where<br />

W 1ki ¼fð1 p ki Þ lnð1 p ki Þg 2 ;


J.-W. Wu et al. / Appl. Math. Comput. 158 (2004) 133–147 137<br />

( )<br />

W 2ki ¼ 3:3p ki 27:5½1 ð1 p ki Þ 0:025 2<br />

Š<br />

;<br />

n<br />

W 34i ¼<br />

( ) 2 Xi<br />

:<br />

j¼1<br />

i¼1<br />

1<br />

n j þ 1<br />

Solving <strong>the</strong> normal equations as before, <strong>the</strong> WLS estimates <strong>of</strong> c and k satisfy<br />

<strong>the</strong> following normal equations:<br />

( !<br />

!)<br />

^c wak ¼<br />

Xn ^c wak x e^c wakx ðiÞ ðiÞ þ e^c wak x ðiÞ<br />

1 e^c wakx ðiÞ<br />

1<br />

W aki e^c wakx ðiÞ<br />

ln<br />

1<br />

^c wak<br />

8<br />

><<br />

<br />

>:<br />

X n<br />

i¼1<br />

W aki<br />

^c wak x ðiÞ e^c wakx ðiÞ þ e^c wak x ðiÞ<br />

1<br />

^c ak ðe^c akx ðiÞ<br />

1Þ<br />

2<br />

!<br />

6<br />

4 lnð<br />

lnð1<br />

p ki ÞÞ<br />

P n<br />

i¼1 W P 39<br />

n<br />

aki lnð lnð1 p ki ÞÞ<br />

i¼1 W aki ln e^c wak x ðiÞ 1 >=<br />

^c wak<br />

P<br />

7<br />

n<br />

i¼1 W 5<br />

aki<br />

>;<br />

1<br />

;<br />

8<br />

P n<br />

i¼1<br />

^k W P 9<br />

n<br />

aki lnð lnð1 p ki ÞÞ<br />

i¼1 W aki ln e^c wak x ðiÞ ><<br />

1 >=<br />

^c wak<br />

wak ¼ exp<br />

P n<br />

>:<br />

i¼1 W aki<br />

>;<br />

for a ¼ 1, 2 and k ¼ 1, 2, 3 and<br />

( !<br />

!)<br />

^c w34 ¼<br />

Xn ^c w34 x e^c w34x ðiÞ ðiÞ þ e^c w34 x ðiÞ<br />

1 e^c w34x ðiÞ<br />

1<br />

W 34i e^c w34x ðiÞ<br />

ln<br />

1<br />

^c w34<br />

8<br />

><<br />

<br />

>:<br />

i¼1<br />

X n<br />

i¼1<br />

!<br />

^c w34 x e^c w34x ðiÞ ðiÞ þ e^c w34 x ðiÞ<br />

1<br />

W 34i<br />

^c ðe^c w34x ðiÞ<br />

w34 1Þ<br />

2<br />

6<br />

4<br />

ln p 4i<br />

P n<br />

i¼1 W P 39<br />

n<br />

34i ln p 4i i¼1 W 34i ln e^c w34 x ðiÞ 1 >=<br />

^c w34<br />

P<br />

7<br />

n<br />

i¼1 W 5<br />

34i<br />

>;<br />

1<br />

;<br />

8<br />

P n<br />

i¼1<br />

^k W P 9<br />

n<br />

34i ln p 4i i¼1 W 34i ln e^c w34 x ðiÞ ><<br />

1 >=<br />

^c w34<br />

w34 ¼ exp<br />

P n<br />

>:<br />

i¼1 W 34i<br />

>; :


138 J.-W. Wu et al. / Appl. Math. Comput. 158 (2004) 133–147<br />

Garg et al. [7] derived <strong>the</strong> ML estimates <strong>of</strong> c and k from<br />

^c ¼<br />

^k ¼<br />

(<br />

(<br />

n Xn<br />

i¼1<br />

^c Xn<br />

i¼1<br />

<br />

e^cx ðiÞ<br />

)(<br />

1<br />

x ðiÞ<br />

^c<br />

) (<br />

1<br />

X n<br />

i¼1<br />

<br />

X n<br />

i¼1<br />

e^cx ðiÞ<br />

x ðiÞ<br />

X n<br />

i¼1<br />

<br />

1<br />

<br />

e^cx ðiÞ<br />

X n<br />

i¼1<br />

<br />

1<br />

n Xn<br />

i¼1<br />

x ðiÞ e^cx ðiÞ) 1<br />

;<br />

ð5Þ<br />

x ðiÞ e^cx ðiÞ) 1<br />

: ð6Þ<br />

Thus it is only necessary to obtain a solution <strong>of</strong> Eq. (5) which will be <strong>the</strong> MLE<br />

<strong>of</strong> c. An iterative solution to Eq. (5) can be achieved by NewtonÕs method; <strong>the</strong><br />

initial estimate ^c 0 may be selected as <strong>the</strong> LSE <strong>of</strong> c. The MLE ^k can <strong>the</strong>n be<br />

obtained from Eq. (6).<br />

2.2. Least squares estimates under <strong>the</strong> first failured-censored sampling plan<br />

The p.d.f. <strong>of</strong> <strong>the</strong> first-order statistic X ð1Þ is<br />

k<br />

<br />

<br />

f ðx; c; k Þ¼k e cx exp<br />

c ðecx 1Þ ; ð7Þ<br />

where k ¼ nk. The corresponding c.d.f. is<br />

k<br />

<br />

<br />

F ðxÞ ¼1 exp<br />

c ðecx 1Þ : ð8Þ<br />

Suppose X ð1Þ1 ; X ð1Þ2 ; ...; X ð1Þm denote <strong>the</strong> set <strong>of</strong> first-order statistics <strong>of</strong> m<br />

samples <strong>of</strong> size n from (1) and let Y ð1Þ < Y ð2Þ < < Y ðmÞ be <strong>the</strong> corresponding<br />

order statistics. Clearly, X ð1Þ1 ; X ð1Þ2 ; ...; X ð1Þm can also be considered as a random<br />

sample from (7). Then F ðxÞ in (8) satisfies<br />

<br />

lnf lnð1 F ðxÞÞg ¼ ln n þ ln k þ ln ecx 1<br />

: ð9Þ<br />

c<br />

For observed ordered observations y ð1Þ < y ð2Þ < < y ðmÞ , (9) can be rewritten<br />

as<br />

<br />

lnf lnð1 F ðy ðiÞ ÞÞg ¼ ln n þ ln k þ ln ecy ðiÞ<br />

1<br />

; i ¼ 1; ...; m: ð10Þ<br />

c<br />

Proceeding as in Section 2.1, we can obtain <strong>the</strong> unweighted and weighted<br />

<strong>least</strong> squares estimates <strong>of</strong> c and k. Likewise, we can also obtain <strong>the</strong> ML estimates<br />

<strong>of</strong> c and k under <strong>the</strong> first failured-censored sampling plan.


3. Simulation study<br />

J.-W. Wu et al. / Appl. Math. Comput. 158 (2004) 133–147 139<br />

In this section, we compare <strong>the</strong> 12 estimation methods given in Section 2 in<br />

terms <strong>of</strong> <strong>the</strong> mean squared error over <strong>the</strong> 1000 simulated samples. The 12<br />

methods are as follows:<br />

Method Estimates p i Weight<br />

1 UWLSE p 1i –<br />

2 UWLSE p 2i –<br />

3 UWLSE p 3i –<br />

4 UWLSE p 4i –<br />

5 WLSE p 1i W 11i<br />

6 WLSE p 2i W 12i<br />

7 WLSE p 3i W 13i<br />

8 WLSE p 1i W 21i<br />

9 WLSE p 2i W 22i<br />

10 WLSE p 3i W 23i<br />

11 WLSE p 4i W 34i<br />

12 MLE – –<br />

Tables 1–6 list <strong>the</strong> results <strong>of</strong> complete data and <strong>the</strong> first failured-censored<br />

data, respectively. Based on <strong>the</strong> results shown in Tables 1–6, our proposed<br />

estimators and ML estimators are biased. For <strong>the</strong> complete data, by comparing<br />

SMSE <strong>of</strong> <strong>the</strong>se estimates, we obtain <strong>the</strong> main conclusions are: (a) <strong>the</strong> performance<br />

<strong>of</strong> WLS estimates obtained by Method 11 in c ¼ 0:01, 0.1, 2.0, k ¼ 0:01<br />

is better than ML estimates for n ¼ 10, 30; (b) for n ¼ 10, <strong>the</strong> WLS estimates<br />

obtained by Methods 6–7, Method 9 and Method 11 are more accurate than<br />

ML estimates in c ¼ 0:01, 0.1, 2.0, k ¼ 0:01; (c) for n ¼ 10, generally <strong>the</strong><br />

UWLS and WLS estimates are better than ML estimates in c ¼ 0:01, k ¼ 0:01,<br />

0.02; (d) for n ¼ 10, generally <strong>the</strong> UWLS and WLS estimates are better than<br />

ML estimates in c ¼ 0:1, k ¼ 0:02; and (e) for n ¼ 30, generally <strong>the</strong> UWLS and<br />

WLS estimates are better than ML estimates in c ¼ 0:01, k ¼ 0:02. From (a)–<br />

(e), it is suggested that Method 11 is useful for estimating c and k under <strong>the</strong><br />

complete data.<br />

For <strong>the</strong> first failured-censored data, by comparing SMSE <strong>of</strong> <strong>the</strong>se estimates,<br />

we obtain <strong>the</strong> main conclusions are: (a) for m ¼ n ¼ 10, <strong>the</strong> WLS estimates<br />

obtained by Method 6 and Method 9 are better than ML estimates in c ¼ 0:01,<br />

0.1, 2.0, k ¼ 0:01; (b) for m ¼ n ¼ 10, generally <strong>the</strong> performance <strong>of</strong> UWLS and<br />

WLS estimates is better than ML estimates in c ¼ 0:01, 0.1, k ¼ 0:01; (c) for<br />

m ¼ n ¼ 10, except Methods 1–2 and Method 4, <strong>the</strong> UWLS and WLS estimates<br />

are more accurate than ML estimates in c ¼ 2:0, k ¼ 0:02; (d) for<br />

m ¼ 10, n ¼ 30, except Methods 1–3, <strong>the</strong> UWLS and WLS estimates are better


Table 1<br />

The UWLS, WLS and ML estimates <strong>of</strong> c and k for n ¼ 10<br />

True<br />

value<br />

method<br />

c ¼ 0:01, ^c k ¼ 0:01, ^k c ¼ 0:1, ^c k ¼ 0:01, ^k c ¼ 2:0, ^c k ¼ 0:01, ^k<br />

1 0.00849 (0.00003) 0.01076 (0.00001) 0.08342 (0.00617) 0.01451 (0.00008) 1.8175 (0.5894) 0.02028 (0.00046)<br />

2 0.01107 (0.00003) 0.00993 (0.00001) 0.09827 (0.00863) 0.01171 (0.00005) 2.0194 (0.9584) 0.01437 (0.00031)<br />

3 0.00975 (0.00003) 0.01038 (0.00001) 0.09143 (0.00746) 0.01295 (0.00006) 1.9260 (0.8598) 0.01651 (0.00034)<br />

4 0.00902 (0.00003) 0.01107 (0.00001) 0.08631 (0.00663) 0.01446 (0.00008) 1.8405 (0.7915) 0.02010 (0.00047)<br />

5 0.00860 (0.00003) 0.01072 (0.00001) 0.08820 (0.00668) 0.01306 (0.00005) 1.8410 (0.6668) 0.01743 (0.00021)<br />

6 0.01053 (0.00003) 0.01014 (0.00001) 0.09755 (0.00827) 0.01148 (0.00003) 1.9761 (0.8937) 0.01348 (0.00011)<br />

7 0.00962 (0.00003) 0.01046 (0.00001) 0.09371 (0.00760) 0.01211 (0.00003) 1.9106 (0.7724) 0.01511 (0.00012)<br />

8 0.00941 (0.00003) 0.01081 (0.00001) 0.09573 (0.00811) 0.01210 (0.00004) 1.8970 (0.5641) 0.01710 (0.00022)<br />

9 0.01028 (0.00003) 0.01030 (0.00001) 0.09825 (0.00830) 0.01135 (0.00003) 1.9836 (0.5666) 0.01338 (0.00011)<br />

10 0.00964 (0.00003) 0.01033 (0.00008) 0.09139 (0.00745) 0.01294 (0.00006) 1.9155 (0.6334) 0.01698 (0.00034)<br />

11 0.00970 (0.00002) 0.01103 (0.00001) 0.09591 (0.00781) 0.01218 (0.00003) 1.9473 (0.8621) 0.01524 (0.00015)<br />

12 0.01197 (0.00003) 0.00868 (0.00005) 0.10607 (0.00969) 0.00963 (0.00003) 1.9002 (0.9065) 0.01693 (0.00041)<br />

c ¼ 0:01, ^c k ¼ 0:02, ^k c ¼ 0:1, ^c k ¼ 0:02, ^k c ¼ 2:0, ^c k ¼ 0:02, ^k<br />

1 0.00972 (0.00005) 0.01975 (0.00012) 0.08140 (0.00294) 0.02861 (0.00035) 1.7890 (0.4987) 0.03670 (0.00162)<br />

2 0.01242 (0.00007) 0.01910 (0.00011) 0.20326 (0.03550) 0.01638 (0.00009) 1.9950 (0.5874) 0.02680 (0.00080)<br />

3 0.01110 (0.00006) 0.01961 (0.00012) 0.09599 (0.00290) 0.02576 (0.00033) 1.9107 (0.5566) 0.03036 (0.00108)<br />

4 0.01039 (0.00005) 0.02049 (0.00014) 0.08546 (0.00280) 0.03042 (0.00044) 1.8259 (0.4469) 0.03604 (0.00157)<br />

5 0.00945 (0.00004) 0.02029 (0.00014) 0.07862 (0.00270) 0.02900 (0.00035) 1.8330 (0.4258) 0.03198 (0.00087)<br />

6 0.01189 (0.00006) 0.01972 (0.00013) 0.10260 (0.00289) 0.02420 (0.00028) 1.9629 (0.3298) 0.02595 (0.00055)<br />

7 0.01079 (0.00005) 0.02000 (0.00013) 0.09024 (0.00264) 0.02683 (0.00032) 1.9259 (0.3776) 0.02758 (0.00062)<br />

8 0.00992 (0.00005) 0.02085 (0.00015) 0.08610 (0.00258) 0.02948 (0.00041) 1.9498 (0.3951) 0.02930 (0.00078)<br />

9 0.01118 (0.00005) 0.02013 (0.00013) 0.09918 (0.00264) 0.02586 (0.00032) 1.9870 (0.4009) 0.02496 (0.00046)<br />

10 0.01107 (0.00006) 0.01964 (0.00012) 0.09570 (0.00300) 0.02594 (0.00033) 1.9104 (0.3765) 0.03034 (0.00107)<br />

11 0.00985 (0.00004) 0.02157 (0.00017) 0.08812 (0.00236) 0.03129 (0.00049) 1.9225 (0.3912) 0.02873 (0.00064)<br />

12 0.01338 (0.00006) 0.01982 (0.00025) 0.11024 (0.00966) 0.02159 (0.00276) 1.8854 (0.3799) 0.02475 (0.00035)<br />

Note. The values in paren<strong>the</strong>ses are sample mean squared error (SMSE) <strong>of</strong> ^c and ^k and Ô*Õ express SMSE less than Method 12.<br />

140 J.-W. Wu et al. / Appl. Math. Comput. 158 (2004) 133–147


Table 2<br />

The UWLS, WLS and ML estimates <strong>of</strong> c and k for n ¼ 30<br />

True<br />

value<br />

method<br />

c ¼ 0:01, ^c k ¼ 0:01, ^k c ¼ 0:1, ^c k ¼ 0:01, ^k c ¼ 2:0, ^c k ¼ 0:01, ^k<br />

1 0.00837 (0.00003) 0.01087 (0.00001) 0.08422 (0.00630) 0.01440 (0.00008) 1.7930 (0.8687) 0.02093 (0.00051)<br />

2 0.10790 (0.00003) 0.01012 (0.00001) 0.09921 (0.00879) 0.01164 (0.00005) 2.0061 (0.9555) 0.01422 (0.00022)<br />

3 0.00962 (0.00003) 0.01053 (0.00001) 0.09234 (0.00760) 0.01288 (0.00006) 1.9088 (0.8121) 0.01697 (0.00032)<br />

4 0.00892 (0.00003) 0.01120 (0.00001) 0.08730 (0.00677) 0.01436 (0.00008) 1.8271 (0.7256) 0.02048 (0.00049)<br />

5 0.00837 (0.00003) 0.01089 (0.00001) 0.08836 (0.00669) 0.01314 (0.00004) 1.8211 (0.6249) 0.01784 (0.00021)<br />

6 0.01013 (0.00003) 0.01037 (0.00001) 0.09764 (0.00827) 0.01156 (0.00003) 1.9523 (0.9625) 0.01448 (0.00014)<br />

7 0.00938 (0.00003) 0.01060 (0.00001) 0.09386 (0.00760) 0.01218 (0.00003) 1.8902 (0.7805) 0.01568 (0.00016)<br />

8 0.00918 (0.00003) 0.01093 (0.00001) 0.09537 (0.00803) 0.01228 (0.00004) 1.8698 (0.5978) 0.01778 (0.00024)<br />

9 0.01006 (0.00003) 0.01049 (0.00001) 0.09808 (0.00826) 0.01148 (0.00003) 1.9715 (0.9474) 0.01365 (0.00011)<br />

10 0.00955 (0.00003) 0.01058 (0.00001) 0.09231 (0.00760) 0.01287 (0.00006) 1.9052 (0.7459) 0.01694 (0.00027)<br />

11 0.00933 (0.00002) 0.01123 (0.00001) 0.09570 (0.00778) 0.01235 (0.00003) 1.9345 (0.7954) 0.01508 (0.00013)<br />

12 0.01206 (0.00002) 0.00863 (0.00002) 0.10620 (0.00971) 0.00883 (0.00003) 1.9166 (0.9012) 0.01493 (0.00035)<br />

c ¼ 0:01, ^c k ¼ 0:02, ^k c ¼ 0:1, ^c k ¼ 0:02, ^k c ¼ 2:0, ^c k ¼ 0:02, ^k<br />

1 0.01004 (0.00005) 0.01985 (0.00012) 0.08460 (0.00666) 0.02580 (0.00039) 1.7850 (0.5608) 0.03770 (0.00175)<br />

2 0.01298 (0.00008) 0.01901 (0.00011) 0.10156 (0.00962) 0.02186 (0.00027) 2.0088 (0.4571) 0.02664 (0.00082)<br />

3 0.01149 (0.00006) 0.01950 (0.00012) 0.09451 (0.00827) 0.02331 (0.00030) 1.9069 (0.5418) 0.03122 (0.00116)<br />

4 0.01082 (0.00006) 0.02048 (0.00014) 0.08836 (0.00726) 0.02588 (0.00040) 1.8219 (0.4855) 0.03705 (0.00170)<br />

5 0.00983 (0.00005) 0.02007 (0.00013) 0.08895 (0.00713) 0.02433 (0.00032) 1.8322 (0.4288) 0.03232 (0.00090)<br />

6 0.01207 (0.00007) 0.01952 (0.00012) 0.10002 (0.00908) 0.02192 (0.00025) 1.9821 (0.4132) 0.02576 (0.00058)<br />

7 0.01159 (0.00006) 0.01758 (0.00013) 0.09551 (0.00825) 0.02285 (0.00027) 1.9264 (0.6287) 0.02805 (0.00069)<br />

8 0.01033 (0.00005) 0.01942 (0.00012) 0.09485 (0.00819) 0.02334 (0.00027) 1.9321 (0.6386) 0.02980 (0.00083)<br />

9 0.01020 (0.00004) 0.02136 (0.00016) 0.10027 (0.00900) 0.02189 (0.00024) 1.9890 (0.4291) 0.02536 (0.00053)<br />

10 0.01039 (0.00006) 0.02069 (0.00014) 0.09449 (0.00828) 0.02330 (0.00030) 1.9066 (0.5945) 0.03119 (0.00115)<br />

11 0.01105 (0.00006) 0.01982 (0.00012) 0.09694 (0.00825) 0.02344 (0.00027) 1.9122 (0.7068) 0.02933 (0.00066)<br />

12 0.01401 (0.00007) 0.02023 (0.00418) 0.10987 (0.01069) 0.02008 (0.00020) 1.8954 (0.5122) 0.02386 (0.00125)<br />

Note. The values in paren<strong>the</strong>ses are sample mean squared error (SMSE) <strong>of</strong> ^c and ^k and Ô*Õ express SMSE less than Method 12.<br />

J.-W. Wu et al. / Appl. Math. Comput. 158 (2004) 133–147 141


Table 3<br />

The UWLS, WLS and ML estimates <strong>of</strong> c and k for m ¼ 10, n ¼ 10<br />

True<br />

value<br />

method<br />

c ¼ 0:01, ^c k ¼ 0:01, ^k c ¼ 0:1, ^c k ¼ 0:01, ^k c ¼ 2:0, ^c k ¼ 0:01, ^k<br />

1 0.04852 (0.00330) 0.00760 (0.00002) 0.10185 (0.01523) 0.01002 (0.00002) 1.6509 (0.7125) 0.01916 (0.00033)<br />

2 0.06270 (0.00583) 0.00745 (0.00004) 0.14774 (0.02963) 0.00922 (0.00003) 2.0926 (0.7657) 0.01413 (0.00022)<br />

3 0.05983 (0.00494) 0.00741 (0.00002) 0.12453 (0.02174) 0.00951 (0.00002) 1.8922 (0.6788) 0.01603 (0.00026)<br />

4 0.05601 (0.00426) 0.00813 (0.00002) 0.11167 (0.01791) 0.01073 (0.00002) 1.7396 (0.6707) 0.01973 (0.00038)<br />

5 0.04327 (0.00293) 0.00792 (0.00002) 0.09508 (0.01307) 0.01020 (0.00002) 1.5860 (0.6396) 0.01944 (0.00030)<br />

6 0.06003 (0.00543) 0.00780 (0.00002) 0.13019 (0.02247) 0.00960 (0.00002) 1.9579 (0.5300) 0.01479 (0.00020)<br />

7 0.04991 (0.00392) 0.00784 (0.00002) 0.11653 (0.01847) 0.00985 (0.00002) 1.8055 (0.5330) 0.01648 (0.00022)<br />

8 0.05072 (0.00433) 0.00739 (0.00002) 0.09787 (0.01288) 0.01085 (0.00002) 1.7376 (0.4510) 0.01962 (0.00034)<br />

9 0.05261 (0.00430) 0.00810 (0.00002) 0.12501 (0.02118) 0.00996 (0.00002) 1.9599 (0.4629) 0.01465 (0.00019)<br />

10 0.05995 (0.00496) 0.00740 (0.00002) 0.12446 (0.02177) 0.00950 (0.00002) 1.8899 (0.6609) 0.01600 (0.00025)<br />

11 0.05596 (0.00425) 0.00809 (0.00002) 0.10484 (0.01581) 0.01162 (0.00003) 1.8824 (0.5654) 0.01785 (0.00031)<br />

12 0.07250 (0.00745) 0.00656 (0.00004) 0.13765 (0.02303) 0.00773 (0.00091) 1.7767 (0.8457) 0.01966 (0.00021)<br />

c ¼ 0:01, ^c k ¼ 0:02, ^k c ¼ 0:1, ^c k ¼ 0:02, ^k c ¼ 2:0, ^c k ¼ 0:02, ^k<br />

1 0.09970 (0.01660) 0.01427 (0.00007) 0.14746 (0.01857) 0.01666 (0.00006) 1.6248 (0.5007) 0.06124 (0.00610)<br />

2 0.13263 (0.03015) 0.01407 (0.00008) 0.20322 (0.03550) 0.01638 (0.00009) 2.1286 (0.9220) 0.02497 (0.00050)<br />

3 0.11847 (0.02280) 0.01445 (0.00008) 0.17327 (0.02272) 0.01677 (0.00007) 1.8284 (0.4664) 0.04996 (0.00478)<br />

4 0.10560 (0.01838) 0.01608 (0.00007) 0.16110 (0.01936) 0.01848 (0.00007) 1.7102 (0.4756) 0.06049 (0.00640)<br />

5 0.10093 (0.01703) 0.01485 (0.00007) 0.13605 (0.01652) 0.01800 (0.00006) 1.6052 (0.4363) 0.05903 (0.00490)<br />

6 0.11640 (0.02291) 0.01516 (0.00007) 0.17993 (0.02876) 0.01755 (0.00008) 1.9063 (0.2940) 0.03777 (0.00199)<br />

7 0.10976 (0.02055) 0.01487 (0.00007) 0.16093 (0.02145) 0.01766 (0.00008) 1.7556 (0.3227) 0.04613 (0.00271)<br />

8 0.08593 (0.01096) 0.01633 (0.00006) 0.13608 (0.01135) 0.01900 (0.00006) 1.9563 (0.3035) 0.03605 (0.00199)<br />

9 0.10947 (0.02259) 0.01536 (0.00007) 0.17023 (0.02761) 0.01817 (0.00008) 1.8855 (0.5413) 0.03825 (0.00254)<br />

10 0.11648 (0.02211) 0.01442 (0.00007) 0.17707 (0.02362) 0.01670 (0.00008) 1.8295 (0.4590) 0.04910 (0.00442)<br />

11 0.10435 (0.02020) 0.01669 (0.00007) 0.15260 (0.02238) 0.01979 (0.00008) 1.7849 (0.3257) 0.05092 (0.00331)<br />

12 0.09857 (0.01689) 0.02968 (0.00122) 0.11024 (0.00966) 0.02159 (0.00276) 1.7858 (0.4688) 0.05685 (0.00587)<br />

Note. The values in paren<strong>the</strong>ses are sample mean squared error (SMSE) <strong>of</strong> ^c and ^k and Ô*Õ express SMSE less than Method 12.<br />

142 J.-W. Wu et al. / Appl. Math. Comput. 158 (2004) 133–147


Table 4<br />

The UWLS, WLS and ML estimates <strong>of</strong> c and k for m ¼ 10, n ¼ 30<br />

True<br />

value<br />

method<br />

c ¼ 0:01, ^c k ¼ 0:01, ^k c ¼ 0:1, ^c k ¼ 0:01, ^k c ¼ 2:0, ^c k ¼ 0:01, ^k<br />

1 0.12498 (0.02916) 0.02231 (0.00024) 0.21182 (0.05235) 0.02374 (0.00028) 1.6616 (1.0561) 0.04366 (0.00194)<br />

2 0.17748 (0.05726) 0.02165 (0.00024) 0.27975 (0.08744) 0.02297 (0.00029) 2.1641 (1.2438) 0.03536 (0.00139)<br />

3 0.15482 (0.04213) 0.02203 (0.00030) 0.24466 (0.06722) 0.02368 (0.00031) 1.9169 (1.0140) 0.03884 (0.00156)<br />

4 0.13444 (0.03400) 0.02410 (0.00030) 0.22383 (0.05646) 0.02523 (0.00035) 1.7149 (0.9252) 0.04608 (0.00216)<br />

5 0.14243 (0.03706) 0.02237 (0.00025) 0.19104 (0.03676) 0.02463 (0.00031) 1.5993 (0.9509) 0.04487 (0.00196)<br />

6 0.15687 (0.05748) 0.02278 (0.00028) 0.24524 (0.06484) 0.02457 (0.00033) 2.0068 (0.8751) 0.03749 (0.00145)<br />

7 0.16454 (0.05346) 0.02270 (0.00026) 0.22254 (0.05444) 0.02486 (0.00034) 1.7870 (0.8540) 0.04076 (0.00159)<br />

8 0.13730 (0.02728) 0.02375 (0.00026) 0.18841 (0.03863) 0.02726 (0.00043) 1.8376 (0.6266) 0.04481 (0.00161)<br />

9 0.16120 (0.05008) 0.02315 (0.00028) 0.23236 (0.06028) 0.02553 (0.00036) 2.0356 (0.7844) 0.03627 (0.00136)<br />

10 0.15756 (0.04412) 0.02174 (0.00023) 0.24456 (0.06775) 0.02361 (0.00030) 1.8744 (0.9017) 0.03938 (0.00158)<br />

11 0.13941 (0.03891) 0.02599 (0.00039) 0.20372 (0.04678) 0.02848 (0.00049) 1.5885 (0.5526) 0.04683 (0.00186)<br />

12 0.09990 (0.01699) 0.03139 (0.00416) 0.08483 (0.0100) 0.01801 (0.00073) 1.8946 (1.0089) 0.04010 (0.00219)<br />

c ¼ 0:01, ^c k ¼ 0:02, ^k c ¼ 0:1, ^c k ¼ 0:02, ^k c ¼ 2:0, ^c k ¼ 0:02, ^k<br />

1 0.31994 (0.20926) 0.04295 (0.00086) 0.33734 (0.16769) 0.04502 (0.00094) 1.7073 (1.0609) 0.07517 (0.00454)<br />

2 0.37894 (0.27150) 0.04328 (0.00098) 0.43907 (0.27645) 0.04501 (0.00109) 2.2012 (1.2478) 0.06806 (0.00392)<br />

3 0.33716 (0.24223) 0.04484 (0.00108) 0.38326 (0.19587) 0.04676 (0.00129) 2.0267 (1.1409) 0.06878 (0.00399)<br />

4 0.32309 (0.22103) 0.04814 (0.00125) 0.34234 (0.17261) 0.05016 (0.00138) 1.8608 (1.1185) 0.07986 (0.00558)<br />

5 0.30241 (0.21794) 0.04457 (0.00099) 0.33130 (0.15508) 0.04800 (0.00120) 1.5958 (1.0209) 0.07722 (0.00456)<br />

6 0.33629 (0.21621) 0.04691 (0.00121) 0.39209 (0.22100) 0.04904 (0.00137) 1.8068 (1.0586) 0.08036 (0.00576)<br />

7 0.33059 (0.23176) 0.04529 (0.00104) 0.34958 (0.17269) 0.04746 (0.00123) 1.8196 (0.9108) 0.07591 (0.00464)<br />

8 0.31525 (0.17606) 0.04942 (0.00132) 0.38639 (0.20854) 0.05118 (0.00149) 1.7541 (1.2386) 0.08299 (0.00628)<br />

9 0.33750 (0.23450) 0.04664 (0.00116) 0.37508 (0.19942) 0.05005 (0.00148) 1.7744 (0.7914) 0.07802 (0.00488)<br />

10 0.35060 (0.26211) 0.04452 (0.00107) 0.40520 (0.21520) 0.04571 (0.00117) 1.9727 (1.0945) 0.06802 (0.00384)<br />

11 0.28843 (0.16646) 0.05238 (0.00163) 0.33549 (0.16274) 0.05502 (0.00182) 1.8865 (0.8574) 0.07999 (0.00578)<br />

12 0.06127 (0.01155) 0.02826 (0.00121) 0.05173 (0.01058) 0.08380 (0.58168) 1.8422 (1.0958) 0.01854 (0.00864)<br />

Note. The values in paren<strong>the</strong>ses are sample mean squared error (SMSE) <strong>of</strong> ^c and ^k and Ô*Õ express SMSE less than Method 12.<br />

J.-W. Wu et al. / Appl. Math. Comput. 158 (2004) 133–147 143


Table 5<br />

The UWLS, WLS and ML estimates <strong>of</strong> c and k for m ¼ 30, n ¼ 10<br />

True<br />

value<br />

method<br />

c ¼ 0:01, ^c k ¼ 0:01, ^k c ¼ 0:1, ^c k ¼ 0:01, ^k c ¼ 2:0, ^c k ¼ 0:01, ^k<br />

1 0.02710 (0.00083) 0.00852 (0.00001) 0.08408 (0.00828) 0.01084 (0.00001) 1.7177 (0.1401) 0.01537 (0.00011)<br />

2 0.03325 (0.00116) 0.01859 (0.00076) 0.11010 (0.01348) 0.00998 (0.00001) 1.9839 (0.1408) 0.01199 (0.00006)<br />

3 0.03001 (0.00099) 0.00848 (0.00001) 0.09822 (0.01095) 0.01035 (0.00001) 1.8621 (0.0662) 0.01344 (0.00008)<br />

4 0.02889 (0.00093) 0.00885 (0.00001) 0.09119 (0.00950) 0.01101 (0.00001) 1.7667 (0.3134) 0.01527 (0.00011)<br />

5 0.02597 (0.00071) 0.00875 (0.00001) 0.08556 (0.00820) 0.01076 (0.00001) 1.7934 (0.3427) 0.01379 (0.00006)<br />

6 0.03141 (0.00104) 0.00873 (0.00001) 0.10360 (0.01177) 0.01028 (0.00001) 1.9514 (0.0445) 0.01191 (0.00004)<br />

7 0.02846 (0.00086) 0.00875 (0.00001) 0.09642 (0.01026) 0.01047 (0.00001) 1.8905 (0.2056) 0.01258 (0.00005)<br />

8 0.02731 (0.00091) 0.00898 (0.00001) 0.09506 (0.01024) 0.01082 (0.00001) 1.9157 (0.2736) 0.01280 (0.00005)<br />

9 0.02873 (0.00083) 0.00890 (0.00001) 0.10220 (0.01113) 0.01042 (0.00001) 1.9595 (0.0536) 0.01180 (0.00004)<br />

10 0.03025 (0.00104) 0.00848 (0.00001) 0.09815 (0.01097) 0.01038 (0.00001) 1.8617 (0.0614) 0.01343 (0.00008)<br />

11 0.02461 (0.00618) 0.00932 (0.00001) 0.09604 (0.00968) 0.01115 (0.00001) 1.9146 (0.1403) 0.01255 (0.00004)<br />

12 0.03002 (0.00099) 0.00908 (0.00388) 0.12221 (0.01504) 0.00912 (0.00002) 1.9024 (0.2102) 0.01283 (0.00008)<br />

c ¼ 0:01, ^c k ¼ 0:02, ^k c ¼ 0:1, ^c k ¼ 0:02, ^k c ¼ 2:0, ^c k ¼ 0:02, ^k<br />

1 0.01004 (0.00005) 0.01985 (0.00012) 0.08460 (0.00666) 0.02580 (0.00039) 1.7850 (0.5608) 0.03770 (0.00175)<br />

2 0.01298 (0.00008) 0.01901 (0.00011) 0.10156 (0.00962) 0.02186 (0.00027) 2.0088 (0.4571) 0.02664 (0.00082)<br />

3 0.01149 (0.00006) 0.01950 (0.00012) 0.09451 (0.00827) 0.02331 (0.00030) 1.9069 (0.5418) 0.03122 (0.00116)<br />

4 0.01082 (0.00006) 0.02048 (0.00014) 0.08836 (0.00726) 0.02588 (0.00040) 1.8219 (0.4855) 0.03705 (0.00170)<br />

5 0.00983 (0.00005) 0.02007 (0.00013) 0.08895 (0.00713) 0.02433 (0.00032) 1.8322 (0.4288) 0.03232 (0.00090)<br />

6 0.01207 (0.00007) 0.01952 (0.00012) 0.10002 (0.00908) 0.02192 (0.00025) 1.9821 (0.4132) 0.02576 (0.00058)<br />

7 0.01159 (0.00006) 0.01758 (0.00013) 0.09551 (0.00825) 0.02285 (0.00027) 1.9264 (0.6287) 0.02805 (0.00069)<br />

8 0.01033 (0.00005) 0.01942 (0.00012) 0.09485 (0.00819) 0.02334 (0.00027) 1.9321 (0.6386) 0.02980 (0.00083)<br />

9 0.01020 (0.00004) 0.02136 (0.00016) 0.10027 (0.00900) 0.02189 (0.00024) 1.9890 (0.4291) 0.02536 (0.00053)<br />

10 0.01039 (0.00006) 0.02069 (0.00014) 0.09449 (0.00828) 0.02330 (0.00030) 1.9066 (0.5945) 0.03119 (0.00115)<br />

11 0.01105 (0.00006) 0.01982 (0.00012) 0.09694 (0.00825) 0.02344 (0.00027) 1.9122 (0.7068) 0.02933 (0.00066)<br />

12 0.01401 (0.00007) 0.02023 (0.00418) 0.10987 (0.01069) 0.02008 (0.00020) 1.8954 (0.5122) 0.02386 (0.00125)<br />

Note. The values in paren<strong>the</strong>ses are sample mean squared error (SMSE) <strong>of</strong> ^c and ^k and Ô*Õ express SMSE less than Method 12.<br />

144 J.-W. Wu et al. / Appl. Math. Comput. 158 (2004) 133–147


Table 6<br />

The UWLS, WLS and ML estimates <strong>of</strong> c and k for m ¼ 30, n ¼ 30<br />

True<br />

value<br />

method<br />

c ¼ 0:01, ^c k ¼ 0:01, ^k c ¼ 0:1, ^c k ¼ 0:01, ^k c ¼ 2:0, ^c k ¼ 0:01, ^k<br />

1 0.07070 (0.00765) 0.02505 (0.00026) 0.12255 (0.02113) 0.02807 (0.00038) 1.6523 (0.1005) 0.04146 (0.00141)<br />

2 0.08837 (0.00927) 0.02469 (0.00026) 0.15620 (0.03299) 0.02736 (0.00036) 1.9855 (0.3238) 0.03401 (0.00090)<br />

3 0.08021 (0.00962) 0.02479 (0.00026) 0.13711 (0.02650) 0.02784 (0.00037) 1.8384 (0.0492) 0.03707 (0.00108)<br />

4 0.07410 (0.00812) 0.02618 (0.00030) 0.12839 (0.02336) 0.02921 (0.00043) 1.7218 (0.3381) 0.04141 (0.00142)<br />

5 0.06721 (0.00662) 0.02559 (0.00028) 0.11644 (0.01898) 0.02858 (0.00039) 1.7589 (0.3585) 0.03775 (0.00104)<br />

6 0.08205 (0.00995) 0.02549 (0.00028) 0.14350 (0.02813) 0.02823 (0.00038) 1.9649 (0.1467) 0.03363 (0.00080)<br />

7 0.07771 (0.00865) 0.02539 (0.00027) 0.13003 (0.02372) 0.02856 (0.00039) 1.8826 (0.2017) 0.03518 (0.00088)<br />

8 0.07119 (0.00792) 0.02636 (0.00031) 0.11006 (0.01025) 0.02688 (0.00030) 1.9285 (0.0286) 0.03494 (0.00085)<br />

9 0.07568 (0.00824) 0.02569 (0.00028) 0.13476 (0.02423) 0.02879 (0.00041) 1.9467 (0.0398) 0.03473 (0.00086)<br />

10 0.08053 (0.00970) 0.02478 (0.00026) 0.13647 (0.02534) 0.02782 (0.00037) 1.8397 (0.0564) 0.03700 (0.00108)<br />

11 0.06355 (0.00613) 0.02729 (0.00034) 0.12046 (0.01985) 0.03059 (0.00048) 1.8408 (0.5426) 0.03758 (0.00098)<br />

12 0.07790 (0.00927) 0.02332 (0.00241) 0.13135 (0.02174) 0.02921 (0.00265) 1.7855 (0.2101) 0.03561 (0.00545)<br />

c ¼ 0:01, ^c k ¼ 0:02, ^k c ¼ 0:1, ^c k ¼ 0:02, ^k c ¼ 2:0, ^c k ¼ 0:02, ^k<br />

1 0.13062 (0.02762) 0.04956 (0.00170) 0.08106 (0.00610) 0.02680 (0.00042) 1.6299 (0.1508) 0.07580 (0.00531)<br />

2 0.16327 (0.04236) 0.04972 (0.00174) 0.09788 (0.00889) 0.02262 (0.00028) 2.0093 (0.2152) 0.06577 (0.00408)<br />

3 0.14950 (0.03574) 0.04947 (0.00171) 0.09088 (0.00766) 0.02449 (0.00034) 1.8261 (0.1715) 0.07067 (0.00466)<br />

4 0.14173 (0.03129) 0.05114 (0.00184) 0.08439 (0.00663) 0.02705 (0.00044) 1.7083 (0.4253) 0.07666 (0.00550)<br />

5 0.12624 (0.02500) 0.05107 (0.00183) 0.08596 (0.00657) 0.02488 (0.00032) 1.6845 (0.2483) 0.07323 (0.00480)<br />

6 0.15096 (0.03533) 0.05168 (0.00190) 0.09724 (0.00847) 0.02226 (0.00023) 1.9278 (0.1171) 0.06673 (0.00395)<br />

7 0.13699 (0.02981) 0.05190 (0.00191) 0.09265 (0.00766) 0.02329 (0.00027) 1.8587 (0.1245) 0.07121 (0.00366)<br />

8 0.13385 (0.02925) 0.05373 (0.00208) 0.09470 (0.00808) 0.02328 (0.00026) 1.7083 (0.1253) 0.07666 (0.00550)<br />

9 0.13650 (0.02987) 0.05275 (0.00199) 0.09780 (0.00843) 0.02220 (0.00023) 1.8771 (0.0501) 0.06947 (0.00424)<br />

10 0.15190 (0.03677) 0.04943 (0.00171) 0.08999 (0.00755) 0.02460 (0.00035) 1.9733 (0.1918) 0.06508 (0.00371)<br />

11 0.12643 (0.02632) 0.05466 (0.00215) 0.09550 (0.00791) 0.02360 (0.00027) 1.8148 (0.1989) 0.06998 (0.00439)<br />

12 0.09648 (0.01589) 0.02182 (0.01922) 0.10775 (0.01018) 0.02358 (0.00028) 1.7855 (0.1441) 0.05620 (0.00652)<br />

Note. The values in paren<strong>the</strong>ses are sample mean squared error (SMSE) <strong>of</strong> ^c and ^k and Ô*Õ express SMSE less than Method 12.<br />

J.-W. Wu et al. / Appl. Math. Comput. 158 (2004) 133–147 145


146 J.-W. Wu et al. / Appl. Math. Comput. 158 (2004) 133–147<br />

than ML estimates in c ¼ 2:0, k ¼ 0:01; (e) for m ¼ 10, n ¼ 30, <strong>the</strong> estimates<br />

obtained by Method 1, Methods 5–7 and Methods 9–11 are better than ML<br />

estimates in c ¼ 2:0, k ¼ 0:02; (f) for m ¼ 30, n ¼ 10, <strong>the</strong> performance <strong>of</strong><br />

UWLS and WLS estimates is better than ML estimates in c ¼ 0:1, k ¼ 0:01 and<br />

c ¼ 0:01, k ¼ 0:02, respectively; (g) for m ¼ 30, n ¼ 10, <strong>the</strong> UWLS estimates<br />

obtained by Method 3 and <strong>the</strong> WLS estimates obtained by Method 7 and<br />

Method 9 are better than ML estimates in c ¼ 0:01, 0.1, 2.0, k ¼ 0:01; (h) for<br />

m ¼ 30, n ¼ 30, <strong>the</strong> WLS estimates obtained by Method 8 are better than ML<br />

estimates in c ¼ 0:01, 0.1, 2.0, k ¼ 0:01; (i) for m ¼ 30, n ¼ 30, generally <strong>the</strong><br />

UWLS and WLS estimates are better than ML estimates in c ¼ 0:01, k ¼ 0:01;<br />

(j) for m ¼ 30, n ¼ 30, <strong>the</strong> WLS estimates obtained by Methods 6–10 are better<br />

than ML estimates in c ¼ 2:0, k ¼ 0:01 and (k) for m ¼ 30, n ¼ 30, <strong>the</strong> WLS<br />

estimates obtained by Methods 6–9 are better than ML estimates in c ¼ 0:1,<br />

2.0, k ¼ 0:02. In addition, from <strong>the</strong> above results, it is suggested that Method 9<br />

is useful for estimating c and k under <strong>the</strong> first failured-censored data.<br />

4. Concluding remarks<br />

In summary, <strong>least</strong> squares methods <strong>of</strong>ten provide simple and fairly effective<br />

ways <strong>of</strong> obtaining estimates with complete data and <strong>the</strong> first failured-censored<br />

data. The procedures described were based on transform <strong>of</strong> F ðxÞ, which is <strong>the</strong><br />

<strong>Gompertz</strong> cumulative <strong>distribution</strong> function. Results from simulation studies<br />

illustrate <strong>the</strong> performance <strong>of</strong> <strong>the</strong> WLS estimates is acceptable.<br />

Acknowledgement<br />

This research was partially supported by <strong>the</strong> National Science Council,<br />

ROC (Plan No. NSC 89-2118-M-032-013).<br />

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