Estimation of parameters of the Gompertz distribution using the least ...
Estimation of parameters of the Gompertz distribution using the least ...
Estimation of parameters of the Gompertz distribution using the least ...
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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 ;