Efficient estimation for the generalized exponential distribution

M. Alizadeh, Sedigheh Rezaei, S. Bagheri and S. Nadarajah

Statistical Papers, 2015, vol. 56, issue 4, 1015-1031

Abstract: In this paper, we consider estimation of the probability density function and the cumulative distribution function of the generalized exponential distribution. The following estimators are considered: uniformly minimum variance unbiased estimator, maximum likelihood estimator, percentile estimator, least squares estimator, weighted least squares estimator and moments estimator. Analytical expressions are derived for the bias and the mean squared error. Simulation studies and real data applications show that the maximum likelihood estimator performs better than others. Copyright Springer-Verlag Berlin Heidelberg 2015

Keywords: Generalized exponential distribution; Least squares estimator; Maximum likelihood estimator; Moments estimator; Percentile estimator; Weighted least squares estimator (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s00362-014-0621-7

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