Servicios Personalizados
Revista
Articulo
Indicadores
- Citado por SciELO
- Accesos
Links relacionados
- Citado por Google
- Similares en SciELO
- Similares en Google
Compartir
Revista Colombiana de Estadística
versión impresa ISSN 0120-1751
Resumen
MONTOYA, JOSÉ A.; FIGUEROA, GUDELIA y PUK\V SI\V C, NU\V SA. Profile Likelihood Estimation of the Vulnerability P(X\textgreater v) and the Mixing Proportion p Parameters in the Gumbel Mixture Model. Rev.Colomb.Estad. [online]. 2013, vol.36, n.2, pp.193-208. ISSN 0120-1751.
This paper concerns to the problem of making inferences about the vulnerability θ=P(X\textgreater v) and the mixing proportion p parameters, when the random variable X is distributed as a mixture of two Gumbel distributions and v is a known fixed value. A profile likelihood approach is proposed for the estimation of these parameters. This approach is a powerful though simple method for separately estimating a parameter of interest in the presence of unknown nuisance parameters. Inferences about θ, p or \left(θ,p\right) are given in terms of profile likelihood regions and can be easily obtained on a computer. This methodology is illustrated through a real problem where the main purpose is to model the size of non-metallic inclusions in steel.
Palabras clave : Invariance principle; Likelihood approach; Likelihood region; Mixture of distributions.