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


Acıtaş Ş., Arslan T.

Eskişehir Technical University Journal of Science and Technology B - Theoretical Sciences, vol.8, no.1, pp.19-33, 2020 (International Refereed University Journal)

  • Publication Type: Article / Article
  • Volume: 8 Issue: 1
  • Publication Date: 2020
  • Doi Number: 10.20290/estubtdb.529328
  • Title of Journal : Eskişehir Technical University Journal of Science and Technology B - Theoretical Sciences
  • Page Numbers: pp.19-33

Abstract

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.