The best single-observational and two-observational percentile estimations in the exponentiated Weibull-geometric distribution compared with maximum likelihood and percentile estimations

Shahram Yaghoobzadeh Shahrastani () and Masoud Yarmohammadi
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Shahram Yaghoobzadeh Shahrastani: Payame Noor University
Masoud Yarmohammadi: Payame Noor University

International Journal of System Assurance Engineering and Management, 2019, vol. 10, issue 4, No 8, 525-532

Abstract: Abstract In this research the best single-observation percentile estimation (BSPE) and best two-observation percentile estimation (BTPE), are introduced. Then theses estimators are obtained for probability density function and cumulative distribution function of the exponentiated Weibull-geometric (EWG) with increasing, decreasing, bathtub and unimodal shaped failure rate function. Finally, these estimators are compared with the maximum likelihood (ML) and percentile (PC) estimations using the Monte Carlo simulation and a real data set.

Keywords: Single-observational percentile estimation; Two-observational percentile estimation; Maximum likelihood estimation; Percentile estimation; Monte Carlo simulation (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s13198-018-0749-2

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