Estimation of Pianka and Kullback-Leibler Overlapping Coefficients: Weibull Distributions

Al-Hayjaa MMA and Eidous OM

Published on: 2023-02-06

Abstract

This paper deals with the estimation problem of two overlapping (OVL) coefficients known as Pianka`s (PI) and Kullback-Leibler`s (KL) measures when two independent random variables follow Weibull distributions with the same shape parameters. The maximum likelihood estimator (MLE) procedures of the distribution parameters are considered and then the point and interval estimators of PI and KL are obtained. A limited simulation study is achieved to study the behavior of the interested point estimators for finite sample sizes.

Keywords

Overlapping pianka measure; Kullback-Leibler measure; Weibull distribution; Maximum likelihood method

Introduction

The overlapping (OVL) coefficients are measures of similarity, agreement or closeness between two probability distributions. Some authors defined to be the common area intersected by two or more probability density functions.