Research Article
Multivariate Inverted Kumaraswamy Distribution: Derivation and Estimation
Table 9
The results of MLEs and Bayesian estimates for MIK.
| | MLE | Bayesian | | | | | | | | |
| , | n = 30 | ABias | 0.046 | 0.063 | 0.050 | 0.061 | 0.045 | 0.037 | 0.020 | 0.032 | MSE | 0.020 | 0.045 | 0.042 | 0.045 | 0.019 | 0.040 | 0.037 | 0.039 | CW (CL) | 0.526 | 0.794 | 0.774 | 0.794 | 0.505 | 0.761 | 0.735 | 0.749 | CP | 0.953 | 0.973 | 0.954 | 0.949 | 0.939 | 0.925 | 0.948 | 0.933 | n = 50 | ABias | 0.035 | 0.033 | 0.046 | 0.040 | 0.039 | 0.005 | 0.020 | 0.019 | MSE | 0.011 | 0.023 | 0.025 | 0.025 | 0.012 | 0.021 | 0.022 | 0.023 | CW (CL) | 0.392 | 0.582 | 0.594 | 0.594 | 0.391 | 0.567 | 0.573 | 0.578 | CP | 0.960 | 0.968 | 0.950 | 0.960 | 0.945 | 0.946 | 0.929 | 0.943 | n = 70 | ABias | 0.020 | 0.026 | 0.021 | 0.032 | 0.029 | 0.001 | 0.005 | 0.006 | MSE | 0.007 | 0.017 | 0.015 | 0.017 | 0.008 | 0.015 | 0.015 | 0.015 | CW (CL) | 0.328 | 0.496 | 0.480 | 0.496 | 0.328 | 0.477 | 0.472 | 0.479 | CP | 0.945 | 0.951 | 0.958 | 0.964 | 0.930 | 0.931 | 0.933 | 0.950 |
| , | n = 30 | ABias | 0.135 | 0.083 | 0.224 | 0.089 | 0.119 | 0.043 | 0.199 | 0.046 | MSE | 0.084 | 0.044 | 0.282 | 0.046 | 0.078 | 0.033 | 0.248 | 0.034 | CW (CL) | 1.008 | 0.754 | 1.888 | 0.764 | 0.977 | 0.685 | 1.756 | 0.687 | CP | 0.918 | 0.961 | 0.973 | 0.952 | 0.927 | 0.940 | 0.948 | 0.935 | n = 50 | ABias | 0.111 | 0.067 | 0.155 | 0.062 | 0.085 | 0.015 | 0.167 | 0.022 | MSE | 0.051 | 0.025 | 0.148 | 0.025 | 0.044 | 0.018 | 0.148 | 0.018 | CW (CL) | 0.774 | 0.568 | 1.380 | 0.568 | 0.749 | 0.511 | 1.335 | 0.516 | CP | 0.939 | 0.962 | 0.950 | 0.958 | 0.935 | 0.956 | 0.925 | 0.938 | n = 70 | ABias | 0.086 | 0.057 | 0.155 | 0.049 | 0.072 | 0.011 | 0.120 | 0.015 | MSE | 0.034 | 0.017 | 0.113 | 0.016 | 0.031 | 0.012 | 0.094 | 0.013 | CW (CL) | 0.644 | 0.464 | 1.170 | 0.464 | 0.628 | 0.432 | 1.019 | 0.433 | CP | 0.914 | 0.969 | 0.930 | 0.977 | 0.919 | 0.951 | 0.928 | 0.948 |
| , | n = 30 | ABias | 0.112 | 0.210 | 0.173 | 0.219 | 0.090 | 0.195 | 0.169 | 0.167 | MSE | 0.064 | 0.262 | 0.236 | 0.269 | 0.060 | 0.245 | 0.229 | 0.224 | CW (CL) | 0.886 | 1.830 | 1.780 | 1.842 | 0.884 | 1.763 | 1.725 | 1.718 | CP | 0.921 | 0.962 | 0.972 | 0.962 | 0.917 | 0.942 | 0.953 | 0.934 | n = 50 | ABias | 0.081 | 0.137 | 0.150 | 0.147 | 0.074 | 0.130 | 0.162 | 0.115 | MSE | 0.037 | 0.134 | 0.141 | 0.139 | 0.036 | 0.128 | 0.143 | 0.123 | CW (CL) | 0.678 | 1.330 | 1.346 | 1.340 | 0.677 | 1.299 | 1.324 | 1.288 | CP | 0.951 | 0.972 | 0.944 | 0.965 | 0.944 | 0.964 | 0.922 | 0.952 | n = 70 | ABias | 0.059 | 0.113 | 0.116 | 0.122 | 0.054 | 0.097 | 0.128 | 0.091 | MSE | 0.024 | 0.092 | 0.093 | 0.095 | 0.024 | 0.086 | 0.095 | 0.084 | CW (CL) | 0.568 | 1.102 | 1.108 | 1.368 | 0.562 | 1.075 | 1.090 | 1.074 | CP | 0.932 | 0.952 | 0.949 | 0.959 | 0.941 | 0.941 | 0.928 | 0.946 |
| , | n = 30 | ABias | 0.119 | 0.159 | 0.208 | 0.273 | 0.084 | 0.130 | 0.189 | 0.196 | MSE | 0.076 | 0.179 | 0.310 | 0.367 | 0.066 | 0.143 | 0.280 | 0.286 | CW (CL) | 0.976 | 1.478 | 2.026 | 2.118 | 0.940 | 1.371 | 1.900 | 1.924 | CP | 0.923 | 0.964 | 0.979 | 0.964 | 0.923 | 0.945 | 0.952 | 0.945 | n = 50 | ABias | 0.092 | 0.103 | 0.173 | 0.176 | 0.075 | 0.092 | 0.157 | 0.124 | MSE | 0.044 | 0.086 | 0.181 | 0.067 | 0.041 | 0.080 | 0.165 | 0.154 | CW (CL) | 0.744 | 1.074 | 1.524 | 1.524 | 0.726 | 1.036 | 1.444 | 1.435 | CP | 0.948 | 0.969 | 0.944 | 0.965 | 0.945 | 0.963 | 0.927 | 0.954 | n = 70 | ABias | 0.065 | 0.086 | 0.122 | 0.135 | 0.045 | 0.062 | 0.104 | 0.097 | MSE | 0.029 | 0.055 | 0.115 | 0.119 | 0.027 | 0.053 | 0.105 | 0.104 | CW (CL) | 0.620 | 0.894 | 1.240 | 1.256 | 0.606 | 0.856 | 1.188 | 1.189 | CP | 0.927 | 0.950 | 0.957 | 0.967 | 0.933 | 0.945 | 0.950 | 0.950 |
| , | n = 30 | ABias | 0.284 | 0.245 | 0.298 | 0.133 | 0.106 | 0.264 | 0.240 | 0.209 | MSE | 0.494 | 0.456 | 0.508 | 0.098 | 0.093 | 0.463 | 0.441 | 0.410 | CW (CL) | 2.520 | 2.466 | 2.538 | 1.108 | 1.110 | 2.424 | 2.366 | 2.340 | CP | 0.967 | 0.973 | 0.967 | 0.934 | 0.943 | 0.948 | 0.954 | 0.950 | n = 50 | ABias | 0.184 | 0.204 | 0.198 | 0.095 | 0.070 | 0.156 | 0.200 | 0.132 | MSE | 0.251 | 0.254 | 0.260 | 0.056 | 0.052 | 0.232 | 0.257 | 0.219 | CW (CL) | 1.826 | 1.856 | 1.842 | 0.850 | 0.846 | 1.779 | 1.804 | 1.751 | CP | 0.975 | 0.952 | 0.964 | 0.952 | 0.955 | 0.966 | 0.925 | 0.955 | n = 70 | ABias | 0.146 | 0.136 | 0.157 | 0.070 | 0.059 | 0.149 | 0.139 | 0.117 | MSE | 0.170 | 0.166 | 0.176 | 0.038 | 0.037 | 0.168 | 0.165 | 0.156 | CW (CL) | 1.514 | 1.508 | 1.524 | 0.712 | 0.713 | 1.491 | 1.481 | 1.469 | CP | 0.944 | 0.952 | 0.962 | 0.939 | 0.938 | 0.928 | 0.950 | 0.956 |
| , | n = 30 | ABias | 0.168 | 0.168 | 0.151 | 0.175 | 0.146 | 0.151 | 0.141 | 0.138 | MSE | 0.135 | 0.173 | 0.163 | 0.177 | 0.124 | 0.155 | 0.149 | 0.149 | CW (CL) | 1.282 | 1.492 | 1.466 | 1.498 | 1.240 | 1.408 | 1.388 | 1.387 | CP | 0.931 | 0.961 | 0.979 | 0.963 | 0.919 | 0.943 | 0.955 | 0.950 | n = 50 | ABias | 0.125 | 0.120 | 0.119 | 0.125 | 0.096 | 0.102 | 0.102 | 0.094 | MSE | 0.078 | 0.092 | 0.115 | 0.095 | 0.069 | 0.083 | 0.152 | 0.082 | CW (CL) | 0.976 | 1.094 | 1.102 | 1.102 | 0.947 | 1.047 | 1.043 | 1.044 | CP | 0.946 | 0.969 | 0.952 | 0.966 | 0.949 | 0.956 | 0.923 | 0.953 | n = 70 | ABias | 0.092 | 0.100 | 0.094 | 0.094 | 0.086 | 0.092 | 0.105 | 0.062 | MSE | 0.051 | 0.064 | 0.062 | 0.062 | 0.050 | 0.060 | 0.063 | 0.054 | CW (CL) | 0.812 | 0.910 | 0.902 | 0.902 | 0.799 | 0.876 | 0.878 | 0.862 | CP | 0.913 | 0.942 | 0.950 | 0.971 | 0.927 | 0.949 | 0.921 | 0.966 |
| , | n = 30 | ABias | 0.157 | 0.377 | 0.318 | 0.374 | 0.117 | 0.361 | 0.293 | 0.249 | MSE | 0.141 | 0.837 | 0.795 | 0.833 | 0.131 | 0.796 | 0.716 | 0.658 | CW (CL) | 1.336 | 3.268 | 3.180 | 3.264 | 1.328 | 3.150 | 3.025 | 2.975 | CP | 0.936 | 0.966 | 0.974 | 0.969 | 0.944 | 0.932 | 0.961 | 0.956 | n = 50 | ABias | 0.121 | 0.242 | 0.283 | 0.258 | 0.096 | 0.214 | 0.281 | 0.174 | MSE | 0.083 | 0.420 | 0.456 | 0.434 | 0.079 | 0.397 | 0.451 | 0.367 | CW (CL) | 1.022 | 2.356 | 2.404 | 2.374 | 1.024 | 2.306 | 2.345 | 2.248 | CP | 0.941 | 0.975 | 0.951 | 0.963 | 0.939 | 0.962 | 0.929 | 0.958 | n = 70 | ABias | 0.074 | 0.165 | 0.159 | 0.188 | 0.058 | 0.150 | 0.158 | 0.137 | MSE | 0.052 | 0.269 | 0.266 | 0.281 | 0.051 | 0.259 | 0.264 | 0.249 | CW (CL) | 0.850 | 1.928 | 1.924 | 1.944 | 0.855 | 1.893 | 1.892 | 1.876 | CP | 0.937 | 0.951 | 0.961 | 0.963 | 0.943 | 0.938 | 0.948 | 0.956 |
| , | n = 30 | ABias | 0.154 | 0.339 | 0.283 | 0.455 | 0.103 | 0.284 | 0.243 | 0.257 | MSE | 0.139 | 0.700 | 0.633 | 1.221 | 0.126 | 0.621 | 0.582 | 0.896 | CW (CL) | 1.330 | 2.998 | 2.916 | 3.948 | 1.314 | 2.834 | 2.755 | 3.513 | CP | 0.937 | 0.964 | 0.977 | 0.970 | 0.864 | 0.938 | 0.847 | 0.914 | n = 50 | ABias | 0.121 | 0.218 | 0.252 | 0.324 | 0.087 | 0.169 | 0.233 | 0.210 | MSE | 0.083 | 0.354 | 0.381 | 0.642 | 0.076 | 0.320 | 0.362 | 0.529 | CW (CL) | 1.022 | 2.168 | 2.208 | 2.872 | 1.018 | 2.098 | 2.136 | 2.697 | CP | 0.947 | 0.973 | 0.955 | 0.965 | 0.805 | 0.974 | 0.797 | 0.857 | n = 70 | ABias | 0.081 | 0.156 | 0.148 | 0.238 | 0.053 | 0.121 | 0.133 | 0.137 | MSE | 0.054 | 0.230 | 0.227 | 0.414 | 0.050 | 0.211 | 0.217 | 0.344 | CW (CL) | 0.850 | 1.780 | 1.774 | 2.342 | 0.849 | 1.726 | 1.733 | 2.220 | CP | 0.933 | 0.951 | 0.965 | 0.963 | 0.800 | 0.947 | 0.706 | 0.839 |
| , | n = 30 | ABias | 0.154 | 0.374 | 0.477 | 0.370 | 0.109 | 0.327 | 0.455 | 0.230 | MSE | 0.136 | 0.827 | 1.558 | 0.822 | 0.120 | 0.726 | 1.441 | 0.617 | CW (CL) | 1.312 | 3.250 | 4.520 | 3.244 | 1.284 | 3.048 | 4.307 | 2.914 | CP | 0.937 | 0.963 | 0.973 | 0.971 | 0.941 | 0.951 | 0.970 | 0.963 | n = 50 | ABias | 0.116 | 0.232 | 0.406 | 0.256 | 0.091 | 0.206 | 0.388 | 0.171 | MSE | 0.079 | 0.409 | 0.915 | 0.430 | 0.073 | 0.380 | 0.851 | 0.354 | CW (CL) | 1.008 | 2.336 | 3.394 | 2.366 | 0.989 | 2.254 | 3.254 | 2.213 | CP | 0.942 | 0.973 | 0.960 | 0.965 | 0.942 | 0.953 | 0.965 | 0.952 | n = 70 | ABias | 0.074 | 0.163 | 0.234 | 0.182 | 0.058 | 0.156 | 0.228 | 0.123 | MSE | 0.051 | 0.266 | 0.530 | 0.276 | 0.049 | 0.257 | 0.513 | 0.241 | CW (CL) | 0.840 | 1.916 | 2.702 | 1.932 | 0.834 | 1.869 | 2.636 | 1.847 | CP | 0.943 | 0.956 | 0.960 | 0.960 | 0.955 | 0.965 | 0.967 | 0.958 |
| , | n = 30 | ABias | 0.171 | 0.450 | 0.378 | 0.536 | 0.100 | 0.402 | 0.389 | 0.238 | MSE | 0.176 | 1.190 | 1.074 | 1.666 | 0.157 | 1.095 | 1.071 | 1.149 | CW (CL) | 1.502 | 3.894 | 3.782 | 4.604 | 1.486 | 3.702 | 3.660 | 4.027 | CP | 0.939 | 0.963 | 0.975 | 0.969 | 0.949 | 0.952 | 0.931 | 0.937 | n = 50 | ABias | 0.132 | 0.281 | 0.330 | 0.371 | 0.080 | 0.253 | 0.268 | 0.166 | MSE | 0.104 | 0.587 | 0.639 | 0.859 | 0.093 | 0.562 | 0.573 | 0.653 | CW (CL) | 1.156 | 2.794 | 2.854 | 3.328 | 1.146 | 2.739 | 2.715 | 3.059 | CP | 0.944 | 0.972 | 0.959 | 0.966 | 0.936 | 0.961 | 0.900 | 0.903 | n = 70 | ABias | 0.085 | 0.197 | 0.185 | 0.261 | 0.055 | 0.145 | 0.194 | 0.159 | MSE | 0.068 | 0.381 | 0.372 | 0.545 | 0.065 | 0.351 | 0.378 | 0.465 | CW (CL) | 0.968 | 2.292 | 2.280 | 2.708 | 0.967 | 2.230 | 2.258 | 2.583 | CP | 0.940 | 0.952 | 0.963 | 0.970 | 0.950 | 0.959 | 0.871 | 0.864 |
| , | n = 30 | ABias | 0.172 | 0.450 | 0.378 | 0.445 | 0.107 | 0.369 | 0.323 | 0.250 | MSE | 0.179 | 1.194 | 1.079 | 1.188 | 0.162 | 1.056 | 0.992 | 0.885 | CW (CL) | 1.514 | 3.902 | 3.792 | 3.900 | 1.503 | 3.689 | 3.593 | 3.488 | CP | 0.941 | 0.966 | 0.975 | 0.971 | 0.955 | 0.945 | 0.959 | 0.955 | n = 50 | ABias | 0.133 | 0.284 | 0.331 | 0.308 | 0.100 | 0.263 | 0.308 | 0.199 | MSE | 0.106 | 0.592 | 0.643 | 0.617 | 0.099 | 0.573 | 0.610 | 0.516 | CW (CL) | 1.162 | 2.383 | 2.862 | 2.832 | 1.160 | 2.755 | 2.755 | 2.665 | CP | 0.946 | 0.971 | 0.959 | 0.965 | 0.946 | 0.964 | 0.929 | 0.949 | n = 70 | ABias | 0.087 | 0.204 | 0.186 | 0.224 | 0.059 | 0.163 | 0.182 | 0.144 | MSE | 0.069 | 0.387 | 0.375 | 0.398 | 0.066 | 0.362 | 0.374 | 0.346 | CW (CL) | 0.968 | 2.302 | 2.286 | 2.312 | 0.978 | 2.252 | 2.259 | 2.220 | CP | 0.937 | 0.954 | 0.963 | 0.963 | 0.941 | 0.951 | 0.956 | 0.956 |
| , | n = 30 | ABias | 0.234 | 0.152 | 0.199 | 0.330 | 0.177 | 0.143 | 0.185 | 0.236 | MSE | 0.351 | 0.162 | 0.302 | 0.590 | 0.272 | 0.155 | 0.284 | 0.474 | CW (CL) | 1.928 | 1.462 | 2.006 | 2.722 | 1.906 | 1.415 | 1.912 | 2.486 | CP | 0.932 | 0.963 | 0.974 | 0.971 | 0.950 | 0.941 | 0.945 | 0.954 | n = 50 | ABias | 0.178 | 0.100 | 0.167 | 0.231 | 0.141 | 0.092 | 0.155 | 0.167 | MSE | 0.173 | 0.085 | 0.177 | 0.306 | 0.162 | 0.083 | 0.169 | 0.260 | CW (CL) | 1.472 | 1.074 | 1.514 | 1.972 | 1.468 | 1.059 | 1.468 | 1.871 | CP | 0.944 | 0.972 | 0.950 | 0.963 | 0.960 | 0.958 | 0.953 | 0.929 | n = 70 | ABias | 0.136 | 0.082 | 0.120 | 0.193 | 0.121 | 0.073 | 0.137 | 0.126 | MSE | 0.117 | 0.059 | 0.113 | 0.209 | 0.116 | 0.057 | 0.120 | 0.177 | CW (CL) | 1.234 | 0.894 | 1.234 | 1.626 | 1.241 | 0.883 | 1.236 | 1.559 | CP | 0.929 | 0.950 | 0.962 | 0.971 | 0.943 | 0.939 | 0.946 | 0.935 |
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