Comparison of four methods to estimate the scale parameter for Extended Poisson Exponential distribution

2nd International Scientific Conference (Pure Sciences, Brilliant Creativity and Renewed Building)

Kalt, Hazim Ghdhaib^1 ; Abd Al-Rahem, Mushtaq Kareem^2

University of Kerbala, College of Education for Pure Science, Department of Mathematics, Iraq^1

University of Kerbala, College of Business and Economics, Department of Statistics, Iraq^2

关键词: Exponential distributions;    Least-squares estimator;    Maximum likelihood estimator;    plotting position Estimator;    White Estimator;   

Others  :  https://iopscience.iop.org/article/10.1088/1757-899X/571/1/012029/pdf
DOI  :  10.1088/1757-899X/571/1/012029

来源: IOP

【 摘 要 】

In this paper, it was obtained estimators of the scale parameter of Extended Poisson Exponential distribution by four methods using complete data, these methods are the Maximum Likelihood Estimator (MLE), the Least Squares Estimator (LSE), Plotting Position Estimator (PPE) and White Estimator (WE), these four methods have been compared by the criteria of Mean Square Error (MSE) using Monte Carlo simulation, and from the results on the samples in the simulation, the comparison in this study showed that Maximum Likelihood Estimator method is best from other methods followed by the White Estimator method then the Least Squares Estimator method.