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Efficient estimation for the generalized exponential distribution

Author

Listed:
  • M. Alizadeh
  • S. Rezaei
  • S. Bagheri
  • S. Nadarajah

Abstract

In this paper, we consider estimation of the probability density function and the cumulative distribution function of the generalized exponential distribution. The following estimators are considered: uniformly minimum variance unbiased estimator, maximum likelihood estimator, percentile estimator, least squares estimator, weighted least squares estimator and moments estimator. Analytical expressions are derived for the bias and the mean squared error. Simulation studies and real data applications show that the maximum likelihood estimator performs better than others. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • M. Alizadeh & S. Rezaei & S. Bagheri & S. Nadarajah, 2015. "Efficient estimation for the generalized exponential distribution," Statistical Papers, Springer, vol. 56(4), pages 1015-1031, November.
    • Handle: RePEc:spr:stpapr:v:56:y:2015:i:4:p:1015-1031
    DOI: 10.1007/s00362-014-0621-7
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    References listed on IDEAS

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    1. Jorge Alberto Achcar & Edilberto Cepeda-Cuervo & Eliane R. Rodrigues, 2012. "Weibull and generalised exponential overdispersion models with an application to ozone air pollution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(9), pages 1953-1963, May.
    2. Chansoo Kim & Seongho Song, 2010. "Bayesian estimation of the parameters of the generalized exponential distribution from doubly censored samples," Statistical Papers, Springer, vol. 51(3), pages 583-597, September.
    3. Saieed Ateya, 2014. "Maximum likelihood estimation under a finite mixture of generalized exponential distributions based on censored data," Statistical Papers, Springer, vol. 55(2), pages 311-325, May.
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    Cited by:

    1. Amal S. Hassan & Salwa M. Assar & Kareem A. Ali & Heba F. Nagy, 2021. "Estimation of the density and cumulative distribution functions of the exponentiated Burr XII distribution," Statistics in Transition New Series, Polish Statistical Association, vol. 22(4), pages 171-189, December.
    2. Hassan Amal S. & Assar Salwa M. & Ali Kareem A. & Nagy Heba F., 2021. "Estimation of the density and cumulative distribution functions of the exponentiated Burr XII distribution," Statistics in Transition New Series, Polish Statistical Association, vol. 22(4), pages 171-189, December.

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