Optimal B-Robust Estimation for the Parameters of Marshall-Olkin Extended Burr XII Distribution and Application for Modeling Data from Pharmacokinetics Study

04/23/2018
by   Yesim Guney, et al.
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Marshall-Olkin Extended Burr XII (MOEBXII) distribution family, which is a generalization of Burr XII distribution proposed by Al-Saiari et al. [1] , is a flexible distribution that can be used in many fields such as actuarial science, economics, life testing, reliability and failure time modeling. The parameters of the MOEBXII distribution are usually estimated by the maximum likelihood (ML) and least squares (LS) estimation methods. However, these estimators are not robust to the outliers which are often encountered in practice. There are two main purposes of this paper. The first one is to find the robust estimators for the parameters of the MOEBXII distribution. The second one is to use this distribution for modeling data from pharmacokinetics study. To obtain the robust estimators we use the optimal B robust estimator proposed by Hampel et al. [2]. We provide a simulation study to show the performance of the proposed estimators for the ML, LS and robust M estimators. We also give a real data example to illustrate the modeling capacity of the MOEBXII distribution for data from pharmacokinetics study.

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