Comparison of estimation methods for the Kumaraswamy Weibull distribution

Authors : Cansu ERGENÇ, Birdal ŞENOĞLU

Pages : 1-21

Doi:10.31801/cfsuasmas.1086966

View : 20 | Download : 9

Publication Date : 2023-03-30

Article Type : Research Paper

Abstract :In this study, the performances of the different parameter estimation methods are compared for the Kumaraswamy Weibull distribution via Monte Carlo simulation study. 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);, Cramer-von Mises insert ignore into journalissuearticles values(CM); and Anderson Darling insert ignore into journalissuearticles values(AD); methods are used in the comparisons. The results of the Monte Carlo simulation study demonstrate that ML estimators for the parameters of the Kumaraswamy Weibull distribution are more efficient than the other estimators. It is followed by AD estimator. At the end of the study, a real data set taken from the literature is used to illustrate the applicability of the Kumaraswamy Weibull distribution.
Keywords : KwWeibull distribution, Weibull distribution, estimation methods, Monte Carlo simulation, efficiency