Matlab_StatsProject

This is my statistics project under professor Sharmishta Mitra of Indian Institute of Technology Kanpur in 2nd year summers.

Problem Statement

Draw random samples of size 10, 30 and 100 from a generalized exponential distribution and fit these to

• GE distribution
• Weibull distribution
• Lindley distribution Do a complete analysis of the estimates obtained in each case

Generating random data

I generated random samples using Inverse Probability Transformation method.

Fitting the Data

I read a couple of research papers to understand how to estimate the Maximum Likelihood Estimator of Weibull distribution and then implemented it using Matlab. Using the random samples I generated in first step, I used MLE method to fit data to Weibull distribution. Link to the papers I studied

• http://www.sciencedirect.com/science/article/pii/S0167715208002514
• http://www.sciencedirect.com/science/article/pii/0026271495001719

Goodness of Fit

Implementing Chi-Squared test and Mean Square Error tests to determine the goodness of fit.