A comparison of the different estimation methods for the parameters of the Weibulll Lindley distribution

Acıtaş, Şükrü; Arslan, Talha

doi:10.20290/estubtdb.529328

A comparison of the different estimation methods for the parameters of the Weibulll Lindley distribution

Eskişehir Technical University Journal of Science and Technology B - Theoretical Sciences, cilt.8, sa.1, ss.19-33, 2020 (Hakemli Dergi)

Yayın Türü: Makale / Tam Makale
Cilt numarası: 8 Sayı: 1
Basım Tarihi: 2020
Doi Numarası: 10.20290/estubtdb.529328
Dergi Adı: Eskişehir Technical University Journal of Science and Technology B - Theoretical Sciences
Derginin Tarandığı İndeksler: TR DİZİN (ULAKBİM)
Sayfa Sayıları: ss.19-33
Van Yüzüncü Yıl Üniversitesi Adresli: Evet

Özet

In this study, we consider different estimation methods for the parameters of Weibull Lindley distribution introduced by Ashgarzadeh et al. [1]. We consider maximum likelihood (ML), least squares (LS), weighted least squares (WLS), Cramer Von Mises (CVM) and Anderson Darling (AD) estimation methods. The main focus of this study is to examine performances of these estimation methods. For this purpose, we carry out a Monte-Carlo simulation study based on different parameter settings and various values of the sample size. Results show that LS and CVM estimators are more preferable. Two real life data sets are also taken into account at end of the study.