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A consistent method of estimation for three-parameter generalized exponential distribution.
- Source :
- Communications in Statistics: Simulation & Computation; 2023, Vol. 52 Issue 6, p2471-2487, 17p
- Publication Year :
- 2023
-
Abstract
- In this article, we provide a consistent method of estimation for the parameters of a three-parameter generalized exponential distribution which avoids the problem of unbounded likelihood function. The method is based on a maximum likelihood estimation of the shape parameter, which uses location and scale invariant statistic, originally proposed by Nagatsuka et al. (A consistent method of estimation for the three-parameter weibull distribution, Computational Statistics & Data Analysis 58:210–26). It has been shown that the estimators are unique and consistent for the entire range of the parameter space. We also present a Monte-Carlo simulation study along with the comparisons with some prominent estimation methods in terms of the bias and root mean square error. For the illustration purpose, the data analysis of a real lifetime data set has been reported. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 03610918
- Volume :
- 52
- Issue :
- 6
- Database :
- Complementary Index
- Journal :
- Communications in Statistics: Simulation & Computation
- Publication Type :
- Academic Journal
- Accession number :
- 164440122
- Full Text :
- https://doi.org/10.1080/03610918.2021.1908557