TY - GEN
T1 - Parameter Estimation and the Goodness-of-fit Test for the Multivariate Generalized Gamma Distribution
AU - Yasin, Hasbi
AU - Purhadi,
AU - Choiruddin, Achmad
N1 - Publisher Copyright:
© 2023 IEEE.
PY - 2023
Y1 - 2023
N2 - This paper proposes a new form of multivariate generalized gamma distribution and some properties. This study aims to develop the MGG distribution using cumulative data from the univariate distribution, estimate the parameters using the Berndt-Hall-Hall-Hausman algorithm, and develop a goodness-of-fit test for this distribution using Kolmogorov-Smirnov Test. Applications of parameter estimation and the goodness of fit test procedure are discussed using simulation and real data. The results of the simulation study illustrate that the proposed procedure can estimate the parameters of the MGG distribution reasonably. The distribution fit test can be done with the Chi-square test, with the number of variates as a degree of freedom. The empirical research results show that the three education indicators in Central Java, Indonesia, from 2017 to 2021, follow the MGG distribution.
AB - This paper proposes a new form of multivariate generalized gamma distribution and some properties. This study aims to develop the MGG distribution using cumulative data from the univariate distribution, estimate the parameters using the Berndt-Hall-Hall-Hausman algorithm, and develop a goodness-of-fit test for this distribution using Kolmogorov-Smirnov Test. Applications of parameter estimation and the goodness of fit test procedure are discussed using simulation and real data. The results of the simulation study illustrate that the proposed procedure can estimate the parameters of the MGG distribution reasonably. The distribution fit test can be done with the Chi-square test, with the number of variates as a degree of freedom. The empirical research results show that the three education indicators in Central Java, Indonesia, from 2017 to 2021, follow the MGG distribution.
KW - Berndt-Hall-Hall-Hausman (BHHH) algorithm
KW - goodness-of-fit test
KW - multivariate generalized gamma (MGG) distribution
KW - parameter estimation
UR - http://www.scopus.com/inward/record.url?scp=85175999681&partnerID=8YFLogxK
U2 - 10.1109/IC3INA60834.2023.10285742
DO - 10.1109/IC3INA60834.2023.10285742
M3 - Conference contribution
AN - SCOPUS:85175999681
T3 - Proceedings - 2023 10th International Conference on Computer, Control, Informatics and its Applications: Exploring the Power of Data: Leveraging Information to Drive Digital Innovation, IC3INA 2023
SP - 382
EP - 387
BT - Proceedings - 2023 10th International Conference on Computer, Control, Informatics and its Applications
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 10th International Conference on Computer, Control, Informatics and its Applications, IC3INA 2023
Y2 - 4 October 2023 through 5 October 2023
ER -