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Exponentiated Gamma Distribution: Different Methods of Estimations

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  • A. I. Shawky
  • R. A. Bakoban

Abstract

The exponentiated gamma (EG) distribution and Fisher information matrices for complete, Type I, and Type II censored observations are obtained. Asymptotic variances of the different estimators are derived. Also, we consider different estimators and compare their performance through Monte Carlo simulations.

Suggested Citation

  • A. I. Shawky & R. A. Bakoban, 2012. "Exponentiated Gamma Distribution: Different Methods of Estimations," Journal of Applied Mathematics, Hindawi, vol. 2012, pages 1-23, March.
    • Handle: RePEc:hin:jnljam:284296
    DOI: 10.1155/2012/284296
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