Estimation Methods of The Parameters in Fuzzy Pareto Distribution
Estimation Methods of The Parameters in Fuzzy Pareto Distribution
Estimation Methods of The Parameters in Fuzzy Pareto Distribution
https://doi.org/10.22214/ijraset.2023.48577
International Journal for Research in Applied Science & Engineering Technology (IJRASET)
ISSN: 2321-9653; IC Value: 45.98; SJ Impact Factor: 7.538
Volume 11 Issue I Jan 2023- Available at www.ijraset.com
Abstract: In this paper considered the estimation of the parameters in the Fuzzy Pareto Distribution of two parameters. Now we
used the Method of moments, Method of Maximum likelihood, and Method of least squares. From this it seemed to establish the
consistent parameters when the sample size is increased. This paper aims at sample size increased when the parameters are
consistent.
Keywords: Fuzzy Pareto Distribution, Method of Moments, MLE, Ridge Regression, Consistent.
I. INTRODUCTION
The pareto Distribution was first of all invented for model for distribution of incomes. Now a days it is one of statistical distribution
where the having great future. It also used as a model for the distribution of city population within a given area [1].
The pareto distribution is a power law probability distribution. It is used in a model of social, scientific, geophysical and actuarial
science. It mostly applied in area of economics, trade, business, social science and meteorology of some real appliances [2] [3] [4].
The pareto distribution is a heavy tailed distribution. The shape parameter is sufficiently large means the mean,all variance and
other moments are finite. Now generalized by adding a scale parameter and x takes from in interval [τ,∞). The pareto distribution
with shape parameter τ and scale parameter ς.
The cdf is ( ) = 1 − ( ) , τ ≥0, ς >0 and 0<τ≤x
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International Journal for Research in Applied Science & Engineering Technology (IJRASET)
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now get crisp interval by α-cut operation, interval Aα shall be obtained as follows Ɐ α € [ 0,1].
( ) ( )
From =α and =
( )= ( )
͞
We estimate τ by equating mean ͞x, ̂ = ͞ ̂
, where ς̂ is some estimate of ς.
The estimation ς from the samples, i.e., the probability all n samples are greater than x is( )
Therefore, the probability that the lowest sample value is greater than x. Thus probability
distribution of lowest sample value is ( ) = 1 − ( )
The corresponding density function is ( ) = 1 − ( )
( )
And expected value or lowest sample observation is ∫ ( ) = ∫
=
( )
Equating with lowest sample mean x0, ς̂ =
The procedure we obtain see Quandts(1964)[13]
Therefore, we obtain the method of moments estimates as
( ̂ ) ͞
ς̂ = and τ̂ = ( ͞ )
where x0 is the minimum value and x͞ is the mean. (see Akpan)[14]
Now we obtain the estimates of the two parameters in the fuzzy pareto distribution by using α-cut,
( ̂͂ ( ) ) () ( ̂͂ ( ) ) ( )
the scale parameter as ς͂ ̂ (x) = [ς̂l(x),ς̂r(x)] where ς̂l(x)
͂ = ̂͂( )
and ς̂r͂(x) = ̂͂ ( )
͂͞ () ͂͞ ( )
̂ r̂(x)] where ̂͂ ( ) =
And the shape parameter as τ͂ ̂(x) = [τ͂l(x),τ͂ ͂͞
and ̂͂ ( ) = ͂͞
() ( )
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= −
Thus, ͂ = ∑( )
=
∑
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International Journal for Research in Applied Science & Engineering Technology (IJRASET)
ISSN: 2321-9653; IC Value: 45.98; SJ Impact Factor: 7.538
Volume 11 Issue I Jan 2023- Available at www.ijraset.com
MLE 1 0.840856 1 1.10982 0.8139065 0.8669906 1.02982 1.18982 0.00442 0.01456825 -0.10413331
0.10316531
LSE 1 0.684609 1 0.889243 0.6746142 0.694218 0.8405306 0.9379107 0.004625 0.006848 -0.06937776
0.06876632
n = 50 MME 1 1.093941 1 1.014162 1.086666 1.101216 0.9355072 1.092833 0.0030403 0.00028778 -0.08420671
0.08422269
MLE 1 0.826512 1 1.033048 0.7983855 0.8537496 0.953048 1.113048 0.0019918 0.00194082 -0.11147192
0.1103947
LSE 1 0.740781 1 0.917604 0.7276524 0.7533642 0.8624853 0.9725698 0.0038262 0.00068987 -0.07779135
0.07688717
n = 100 MME 1 1.374676 1 0.991325 1.34488 1.404473 0.9121898 1.070496 0.016608 0.005371 -0.10150245
0.10153969
MLE 1 1.090722 1 1.00596 1.04225 1.138389 0.92596 1.08596 0.002819 0.001014 -0.12396631
0.12322827
LSE 1 1.296832 1 1.171718 1.259135 1.333043 1.100056 1.242798 0.003977 0.011795 -0.0902283
0.08858572
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International Journal for Research in Applied Science & Engineering Technology (IJRASET)
ISSN: 2321-9653; IC Value: 45.98; SJ Impact Factor: 7.538
Volume 11 Issue I Jan 2023- Available at www.ijraset.com
n = 20 MME 1 1.10067 1 1.059405 1.096138 1.10521 1.011477 1.107349 0.0004257 0.001384993 -0.0493616 0.049376703
1 1.02607 2 2.044494 1.025466 1.026679 1.99687 2.092121 0.0000464 0.000406902 -0.02388536 0.023885852
3 3.28938 2 1.985503 3.232603 3.346155 1.935738 2.035276 0.0056753 0.000326455 -0.04232488 0.042328298
MLE 1 0.84086 1 1.10982 0.824114 0.85728 1.05982 1.15982 0.0058069 0.01222953 -0.06496259 0.064585776
1 0.71889 2 2.149225 0.712223 0.725483 2.099225 2.199225 0.0104372 0.013587369 -0.03253395 0.03243936
3 3.39581 2 2.016149 3.330247 3.461225 1.966149 2.066149 0.0032894 0.001018344 -0.04410736 0.044062599
LSE 1 0.68461 1 0.889243 0.67841 0.690657 0.8588048 0.919664 0.004622 0.006074165 -0.04328269 0.043044438
1 0.57414 2 1.606164 0.571863 0.57638 1.5787293 1.633513 0.0110238 0.010974727 -0.02105052 0.020926513
3 2.93531 2 1.947634 2.895455 2.974998 1.901743 1.993589 0.0055955 ######### -0.03714055 0.037115839
n = 50 MME 1 1.09394 1 1.014162 1.089394 1.098488 0.9650004 1.063329 0.001495 0.000102 -0.05263163 0.052636952
1 1.01252 2 1.963107 1.012209 1.012834 1.914083 2.012132 0.000815 0.0000011 -0.02528179 0.025281309
3 3.82352 2 2.045391 3.754858 3.892178 1.99546 2.095324 0.003481 0.001084 -0.04236901 0.042369465
MLE 1 0.82651 1 1.033048 0.809044 0.843633 0.983048 1.083048 0.00229 0.001438 -0.06953566 0.069114566
1 0.89737 2 2.002665 0.887578 0.907057 1.952665 2.052665 0.000606 0.000345 -0.03588128 0.03575879
3 3.89077 2 2.056146 3.816824 3.9646 2.006146 2.106146 0.003101 0.00394 -0.04332384 0.04329197
LSE 1 0.74078 1 0.917604 0.732644 0.748706 0.883175 0.951974 0.003272 0.000506 -0.04850553 0.048152805
1 0.60143 2 1.188459 0.599674 0.603156 1.1675035 1.209358 0.018786 0.00234 -0.02055958 0.020446609
3 3.39865 2 1.990344 3.342325 3.454842 1.942139 2.038588 0.003243 0.000187 -0.04079132 0.040773547
n=
MME 1 1.37468 1 0.991325 1.356053 1.393299 0.9418609 1.040802 0.013206 0.006356 -0.06344396 0.063457373
100
1 1.15136 2 1.965729 1.147572 1.155138 1.916486 2.014977 0.00343 0.001142 -0.02833645 0.028338995
3 3.22748 2 1.996395 3.1713 3.282146 1.946489 2.046297 0.003703 0.000704 -0.04240483 0.041933728
MLE 1 1.09072 1 1.00596 1.060565 1.120637 0.95596 1.05596 0.001559 0.000565 -0.07735242 0.077130553
1 1.22111 2 2.000479 1.205183 1.236904 1.950479 2.050479 0.003625 0.001947 -0.03803626 0.037928977
3 3.21577 2 2.008843 3.153778 3.276278 1.958843 2.058843 0.00234 0.001339 -0.04416592 0.043707555
LSE 1 1.29683 1 1.171718 1.273356 1.319531 1.126898 1.216104 0.00506 0.010021 -0.0563541 0.055384552
1 0.9912 2 1.669206 0.985116 0.997182 1.6350723 1.70332 0.013566 0.008672 -0.02658281 0.026476024
3 3.18185 2 2.007765 3.132197 3.22903 1.960091 2.055286 0.002087 0.001229 -0.03934988 0.038496458
©IJRASET: All Rights are Reserved | SJ Impact Factor 7.538 | ISRA Journal Impact Factor 7.894 | 421
International Journal for Research in Applied Science & Engineering Technology (IJRASET)
ISSN: 2321-9653; IC Value: 45.98; SJ Impact Factor: 7.538
Volume 11 Issue I Jan 2023- Available at www.ijraset.com
n = 20 MME 1 1.100674 1 1.059405 1.09886 1.102488 1.040231 1.0786 0.00028053 0.00068795 -0.01974692 0.019747864
1 1.026073 2 2.044494 1.02583 1.026315 2.025444 2.0635 0.0000309 0.00017822 -0.009554534 0.009554049
3 3.28938 2 1.985503 3.266669 3.31209 1.965596 2.0054 0.00272837 0.00067563 -0.016930515 0.016930715
MLE 1 0.8408559 1 1.10982 0.8341987 0.847463 1.08982 1.1298 0.00747212 0.01005819 -0.025937669 0.02587875
1 0.7188866 2 2.149225 0.7162294 0.721533 2.129225 2.1692 0.01130048 0.01256349 -0.013001951 0.012986928
3 3.395812 2 2.016149 3.369603 3.421993 1.996149 2.0361 0.00134916 0.00052441 -0.017637938 0.017629693
LSE 1 0.6846085 1 0.889243 0.6821478 0.687045 0.87707 0.9014 0.00484423 0.00543855 -0.017283045 0.017245177
1 0.5741417 2 1.606164 0.573235 0.575042 1.595201 1.6171 0.01093462 0.01091752 -0.008404868 0.008385266
3 2.935311 2 1.947634 2.919389 2.951205 1.92927 1.966 0.0026902 0.00053696 -0.014853174 0.014848769
n = 50 MME 1 1.093941 1 1.014162 1.092122 1.095759 0.9944961 1.0338 0.000599 0.0000255 -0.021054076 0.021053261
1 1.012522 2 1.963107 1.012397 1.012647 1.943497 1.9827 0.000378 0.00001509 -0.010112721 0.010112721
3 3.823519 2 2.045391 3.796054 3.850982 2.025418 2.0654 0.002136 0.000741 -0.016948055 0.016947531
MLE 1 0.8265124 1 1.033048 0.8195681 0.833401 1.013048 1.053 0.003047 0.001003 -0.027762495 0.027694087
1 0.8973721 2 2.002665 0.8914678 0.901259 1.982665 2.0227 0.000735 0.000246 -0.016566139 0.014318107
3 3.890774 2 2.056146 3.861208 3.920318 2.036146 2.0761 0.002311 0.000962 -0.017325938 0.017320283
LSE 1 0.7407814 1 0.917604 0.7375529 0.743976 0.90384 0.9314 0.003072 0.000374 -0.019358278 0.019301674
1 0.6014345 2 1.188459 0.6007351 0.602128 1.1800839 1.1968 0.017197 0.002593 -0.008209995 0.008191947
3 3.398647 2 1.990344 3.3761343 3.42114 1.971057 2.0096 0.002967 0.0002 -0.016314303 0.016311521
n = 100 MME 1 1.374676 1 0.991325 1.367227 1.382125 0.9715372 1.0111 0.010489 0.007786 -0.025379495 0.025381109
1 1.151355 2 1.965729 1.149842 1.152868 1.946031 1.9854 0.002516 0.001608 -0.011334814 0.011335322
3 3.22748 2 1.996395 3.204553 3.248892 1.97643 2.0164 0.001315 0.000217 -0.017104211 0.016631799
MLE 1 1.090722 1 1.00596 1.078739 1.102765 0.98596 1.026 0.000791 0.000423 -0.030867807 0.030922816
1 1.221109 2 2.000479 1.214755 1.227443 1.980479 2.0205 0.002937 0.002271 -0.015201072 0.015184694
3 3.215765 2 2.008843 3.190582 3.239581 1.988843 2.0288 0.000611 0.00031 -0.017787087 0.017361993
LSE 1 1.296832 1 1.171718 1.287401 1.305867 1.1537 1.1894 0.006358 0.008358 -0.022649758 0.022042278
1 0.9911962 2 1.669206 0.9887759 0.993602 1.6555548 1.6829 0.011935 0.009982 -0.010619997 0.010603007
3 3.18185 2 2.007765 3.161327 3.20006 1.988634 2.0267 0.000507 0.000258 -0.015978527 0.015159947
Table 1-3 gives the estimates of the parameters of the fuzzy pareto distribution by using different methods under different sample
size with α-cut value is 0.2, 0.5 and 0.8 respectively. The (1,1), (1,2) and (3,2) also the estimates of shape and scale parameters in
fuzzy pareto distribution were preferred Maximum Likelihood Estimation Method based on the least Means Square Error and the
seconded by Least Square Method and the Last by Method of Moment. But in alpha-cut manner the left alpha cut preferred in order
as MLE, LSE and MME and in right alpha cut preferred in order as MME, LSE and MLE. The Table also shows that as the sample
size increases, the parameter estimates tend to be closer to the original values. So far, estimation methods have demonstrated the
properties of consistency.
By using the goodness of fit criteria of MSE and TD we prefered MLE method is the best method and followed by LSE and MME
respectively by taking least and smaller values. (by Quandts 1964).
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International Journal for Research in Applied Science & Engineering Technology (IJRASET)
ISSN: 2321-9653; IC Value: 45.98; SJ Impact Factor: 7.538
Volume 11 Issue I Jan 2023- Available at www.ijraset.com
V. CONCLUSION
From the above results we conclude that the Maximum Likelihood Estimation method is more preferrable and suitable method for
fitting the two parameter fuzzy pareto distribution. And also we proven that MLE is the most efficient estimator compared with
Least Square Method and Method of Moment estimators. It is also conclude that analysis all the methods is the consistent. The
alpha cut we used here to calculate the estimate parameters among from the imprecise data adequately.
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