Minimum K-S estimator using PH-transform technique

Authors

  • Somchit Boonthiem Department of Mathematics, Faculty of Science, Khon Kaen University 123 Moo 16 Mittapap Rd., Nai-Muang, Muang District, Khon Kaen 40002, Thailand
  • Supawan Khotama Department of Mathematics, Faculty of Science, Khon Kaen University 123 Moo 16 Mittapap Rd., Nai-Muang, Muang District, Khon Kaen 40002, Thailand
  • Supap Sakha Department of Mathematics, Faculty of Science, Khon Kaen University 123 Moo 16 Mittapap Rd., Nai-Muang, Muang District, Khon Kaen 40002, Thailand
  • Watcharin Klongdee Department of Mathematics, Faculty of Science, Khon Kaen University 123 Moo 16 Mittapap Rd., Nai-Muang, Muang District, Khon Kaen 40002, Thailand

Keywords:

Minimum K-S estimator, H-transform technique, Grid search technique

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.

References

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Published

2022-11-24

How to Cite

Boonthiem, S. ., Khotama, S. ., Sakha, S. ., & Klongdee, W. . (2022). Minimum K-S estimator using PH-transform technique. Suan Sunandha Science and Technology Journal, 3(2), 11–16. Retrieved from https://li02.tci-thaijo.org/index.php/ssstj/article/view/275

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Section

Research Articles