A COMPARISON OF DIFFERENT ESTIMATION METHODS FOR THE PARAMETERS OF THE WEIBULL LINDLEY DISTRIBUTION

Autor: Talha Arslan, Sukru Acitas
Rok vydání: 2020
Předmět:
Zdroj: Eskişehir Teknik Üniversitesi Bilim ve Teknoloji Dergisi B - Teorik Bilimler. 8:19-33
ISSN: 2667-419X
DOI: 10.20290/estubtdb.529328
Popis: In this study, we consider different estimation methods for the parameters of Weibull Lindley distribution introduced by Ashgarzadeh et al. [1]. We consider maximum likelihood (ML), least squares (LS), weighted least squares (WLS), Cramer Von Mises (CVM) and Anderson Darling (AD) estimation methods. The main focus of this study is to examine performances of these estimation methods. For this purpose, we carry out a Monte-Carlo simulation study based on different parameter settings and various values of the sample size. Results show that LS and CVM estimators are more preferable. Two real life data sets are also taken into account at end of the study.
Databáze: OpenAIRE