Login New user?  
03- Journal of Statistics Applications & Probability
An International Journal
               
 
 
 
 
 
 
 
 
 
 

Content
 

Volumes > Vol. 3 > No. 2

 
   

A Comparative Study of Traditional Estimation Methods and Maximum Product Spacings Method in Generalized Inverted Exponential Distribution

PP: 153-169
Author(s)
Umesh Singh, Sanjay Kumar Singh, Rajwant Kumar Singh,
Abstract
In this paper, we propose the method of Maximum product of spacings for point estimation of parameter of generalized inverted exponential distribution (GIED). The aim of this paper is to analyse the small sample behaviour of proposed estimators. Further, we have also proposed asymptotic confidence intervals of the parameters and the estimates of reliability and hazard function using Maximum Product Spacings (MPS) method and compared with corresponding asymptotic confidence intervals and the estimates of reliability and hazard function ofMaximum Likelihood estimation (MLEs). A comparative study among the method ofMLE, method of least square (LSE) and the method of maximum product of spacings (MPS) is performed on the basis of simulated sample of GIED. The MPS method outperforms the method of MLE and the method of LSE. Furthermore, comparison of different estimation method have been proposed on the basis of K-S distance and AIC. For numerical illustration one real data set has been considered.

  Home   About us   News   Journals   Conferences Contact us Copyright naturalspublishing.com. All Rights Reserved