Percentile Matching Estimation of Zigzag Uncertainty Distribution

S. Sampath and K. Anjana
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S. Sampath: Department of Statistics, University of Madras, Chennai, India
K. Anjana: University of Madras, Chennai, India

International Journal of Fuzzy System Applications (IJFSA), 2018, vol. 7, issue 1, 56-73

Abstract: The problem of estimating parameters involved in zigzag uncertainty distribution is considered in this article. Sensing the difficulties involved in the direct application of statistical estimation techniques for uncertainty distribution, the present article considers the application of the method of percentile matching for estimating the unknown parameters of zigzag uncertainty distribution. This article clearly establishes the fact that the percentile matching method gives better estimates when compared to the method of moments if sample percentiles of appropriate orders are used in the estimation process. Detailed numerical studies have been carried out using simulated datasets possessing different characteristics for identifying optimal orders of percentiles which give better estimates of parameters.

Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:igg:jfsa00:v:7:y:2018:i:1:p:56-73

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