Maximum Lq-Likelihood Estimation for the parameters of Marshall-Olkin Extended Burr XII Distribution

Abstract

Marshall--Olkin extended Burr XII (MOEBXII) distribution is proposed by Al-Saiari et al. (2014) to obtain a more flexible family of distributions. Some estimation methods like maximum likelihood, Bayes and M estimations are used to estimate the parameters of the MOEBXII distribution  in literature. In this paper, we propose to use Maximum Lq (MLq) estimation method to find alternative estimators for the parameters of the MOEBXII distribution. We give some simulation studies and a real data example to compare the performance of the MLq estimators with the maximum likelihood and M estimators. According to our results MLq estimation method is a good alternative to the maximum likelihood and M estimation methods in the presence of outliers.

Keywords

• Marshall-Olkin extended Burr XII (MOEBXII) distribution,maximum Lq estimation,maximum likelihood estimator

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