Comparison of different estimation methods for the inverse weighted Lindley distribution

Authors : Iklim GEDİK BALAY

Pages : 1085-1098

Doi:10.31801/cfsuasmas.915412

View : 13 | Download : 14

Publication Date : 2021-12-31

Article Type : Research Paper

Abstract :In this paper, different estimation methods are considered for the parameters of the inverse weighted Lindley insert ignore into journalissuearticles values(IWL); distribution introduced by Ramos et al.insert ignore into journalissuearticles values(2019);. Parameters of the IWL are estimated by the method of maximum likelihood insert ignore into journalissuearticles values(ML);, least squares insert ignore into journalissuearticles values(LS);, weighted least squares insert ignore into journalissuearticles values(WLS);, Cram´er-von Mises insert ignore into journalissuearticles values(CVM); and Anderson Darling insert ignore into journalissuearticles values(AD);. The performances of the estimators are compared using Monte Carlo simulation study via bias, mean square error and deficiency insert ignore into journalissuearticles values(Def); criteria. Finally, a real data set is analyzed for illustrative purposes.
Keywords : Parameter estimation, Bias, efficiency, Monte Calo simulation, Inverse weighted Lindley distribution