Efficient Estimation of the PDF and the CDF of the Frechet Distribution

F. Maleki and E. Deiri ()
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F. Maleki: Islamic Azad University
E. Deiri: Islamic Azad University

Annals of Data Science, 2017, vol. 4, issue 2, No 4, 225 pages

Abstract: Abstract In this paper, we consider the estimation of the PDF and the CDF of the Frechet distribution. In this regard, following estimators are considered: uniformly minimum variance unbiased estimator, maximum likelihood estimator, percentile estimator, least squares estimator and weighted least squares estimator. To do so, analytical expressions are derived for the bias and the mean squared error. As the result of simulation studies and real data applications indicate, the ML estimator performs better than the others.

Keywords: Frechet distribution; Maximum likelihood estimator; Percentile estimator; Uniform minimum variance unbiased estimator; Weighted least squares estimator (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s40745-017-0100-9

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