A Note on Improved Estimation for the Topp-Leone Distribution
AbstractThe Topp-Leone distribution is attractive for reliability studies as it has finite support and a bathtub-shaped hazard function. We compare some properties of the method of moments, maximum likelihood, and bias-adjusted maximum likelihood estimators of its shape parameter. The last of these estimators is very simple to apply and dominates the method of moments estimator in terms of relative bias and mean squared error.
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Bibliographic InfoPaper provided by Department of Economics, University of Victoria in its series Econometrics Working Papers with number 1203.
Length: 9 pages
Date of creation: 12 Sep 2012
Date of revision:
Note: ISSN 1485-6441
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J-shaped distribution; maximum likelihood; method of moments; unbiased estimation; mean squared error; bathtub hazard; finite support;
Find related papers by JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
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- William J. Reed, 2011. "A flexible parametric survival model which allows a bathtub-shaped hazard rate function," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(8), pages 1665-1680, August.
- Saralees Nadarajah & Samuel Kotz, 2003. "Moments of some J-shaped distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(3), pages 311-317.
- Cordeiro, Gauss M. & Klein, Ruben, 1994. "Bias correction in ARMA models," Statistics & Probability Letters, Elsevier, vol. 19(3), pages 169-176, February.
- Saralees Nadarajah, 2009. "Bathtub-shaped failure rate functions," Quality & Quantity: International Journal of Methodology, Springer, vol. 43(5), pages 855-863, September.
- M. E. Ghitany & S. Kotz & M. Xie, 2005. "On some reliability measures and their stochastic orderings for the Topp-Leone distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(7), pages 715-722.
- Ali Genç, 2012. "Moments of order statistics of Topp–Leone distribution," Statistical Papers, Springer, vol. 53(1), pages 117-131, February.
- Jacob Schwartz & Ryan T. Godwin & David E. Giles, 2011. "Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution," Econometrics Working Papers 1109, Department of Economics, University of Victoria.
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