Parameter estimation using different information-theoretical divergence measures

Abstract

In this paper, a approach for parameter estimation is presented by using different divergence information measures. A comparison of the proposed approach and usual methods, such as the moment method, the least square method, is also given. The presented optimization approach is applied to estimate two-parameter Weibull distribution which is widely used in reliability, life testing, survival analysis, engineering and wind energy studies. Also, analysis of validation of the a approach used the different information-theoretical divergence measures on real wind data is presented.