Some estimators of the PDF and CDF of the Lindley Distribution

2016/04/21 by Sudhansu S. Maiti, Indrani Mukherjee, Maiti, Sudhansu S. +1 · 1 citation
Mathematics · #Applications (stat.AP) #FOS: Computer and information sciences #Methodology (stat.ME) #stat.AP #stat.ME

paper · pdf · doi:10.48550/arxiv.1604.06308

arxiv created 2016/04/21 · arxiv updated 2016/04/22

Abstract

This article addresses the different methods of estimation of the probability density function (PDF) and the cumulative distribution function (CDF) for the Lindley distribution. Following estimation methods are considered: uniformly minimum variance unbiased estimator (UMVUE), maximum likelihood estimator (MLE), percentile estimator (PCE), least square estimator (LSE), weighted least square estimator (WLSE), Cramér-von-Mises estimator (CVME), Anderson-Darling estimator (ADE). Monte Carlo simulations are performed to compare the performances of the proposed methods of estimation.

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