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Comparison of estimation methods for the parameters of the weighted Lindley distribution
- Source :
- Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual), Universidade de São Paulo (USP), instacron:USP
- Publication Year :
- 2013
- Publisher :
- Elsevier BV, 2013.
-
Abstract
- The aim of this paper is to compare through Monte Carlo simulations the finite sample properties of the estimates of the parameters of the weighted Lindley distribution obtained by four estimation methods: maximum likelihood, method of moments, ordinary least-squares, and weighted least-squares. The bias and mean-squared error are used as the criterion for comparison. The study reveals that the ordinary and weighted least-squares estimation methods are highly competitive with the maximum likelihood method in small and large samples. Statistical analysis of two real data sets are presented to demonstrate the conclusion of the simulation results.
- Subjects :
- Computational Mathematics
Applied Mathematics
Statistics
Ordinary least squares
Monte Carlo method
ESTATÍSTICA APLICADA
Sample (statistics)
Estimating equations
Generalized least squares
Method of moments (statistics)
Maximum likelihood sequence estimation
Weighted geometric mean
Mathematics
Subjects
Details
- ISSN :
- 00963003
- Volume :
- 220
- Database :
- OpenAIRE
- Journal :
- Applied Mathematics and Computation
- Accession number :
- edsair.doi.dedup.....d76cd6371e3408e33942a8b3ea3978f8