Comparison of different estimation methods for the inverse weighted Lindley distribution

Abstract

In this paper, different estimation methods are considered for the parameters of the inverse weighted Lindley (IWL) distribution introduced by Ramos et al.(2019). Parameters of the IWL are estimated by the method of maximum likelihood (ML), least squares (LS), weighted least squares (WLS), Cram´er-von Mises (CVM) and Anderson Darling (AD). The performances of the estimators are compared using Monte Carlo simulation study via bias, mean square error and deficiency (Def) criteria. Finally, a real data set is analyzed for illustrative purposes.

Keywords

• Parameter estimation
• Bias
• efficiency
• Monte Calo simulation
• Inverse weighted Lindley distribution

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