Research Article
Exponentiated Gamma Distribution: Different Methods of Estimations
Table 2
Bias estimates and MSEs of are presented, when is known.
| | Method | = 0.25 | = 0.5 | = 1 | = 2 | = 2.5 |
| 10 | MLE | 0.31811 | 0.18392 | 0.11145 | 0.09787 | 0.11787 | 0.58672 | 0.21690 | 0.07703 | 0.04421 | 0.04936 | MME | 0.32033 | 0.17616 | 0.11145 | 0.09702 | 0.10992 | 0.78535 | 0.22157 | 0.07703 | 0.04474 | 0.04646 | PCE | − 0.05303 | − 0.02370 | − 0.02479 | − 0.01796 | − 0.01759 | 0.16991 | 0.12909 | 0.06761 | 0.03890 | 0.03475 | LSE | − 0.49779 | 0.27450 | 0.31333 | 0.43391 | − 0.13358 | 0.24796 | 0.23511 | 0.22940 | 0.18828 | 0.02373 | WLSE | 1.25407 | 0.24347 | 0.30201 | 0.04305 | − 0.12468 | 5.71291 | 0.31666 | 0.21657 | 0.03298 | 0.02343 | MLE | 0.31811 | 0.18392 | 0.11145 | 0.09787 | 0.11787 | 0.58672 | 0.21690 | 0.07703 | 0.04421 | 0.04936 |
| 20 | MLE | 0.93920 | 0.08715 | 0.03108 | 0.01178 | 0.02822 | 0.22575 | 0.08646 | 0.02862 | 0.01488 | 0.01642 | MME | 0.95002 | 0.08647 | 0.03110 | 0.01352 | 0.02613 | 0.26947 | 0.08936 | 0.02861 | 0.01506 | 0.01567 | PCE | 0.65305 | − 0.07187 | − 0.06136 | − 0.04752 | − 0.04746 | 0.10416 | 0.06648 | 0.03426 | 0.01919 | 0.01706 | LSE | 1.08709 | 0.71135 | 0.02553 | 0.02546 | − 0.00643 | 0.21023 | 0.58339 | 0.03482 | 0.36011 | 0.01492 | WLSE | 0.42226 | 0.42004 | 0.01817 | 0.00580 | − 0.01538 | 0.26128 | 0.21520 | 0.03193 | 0.01579 | 0.01510 | MLE | 0.93920 | 0.08715 | 0.03108 | 0.01178 | 0.02822 | 0.22575 | 0.08646 | 0.02861 | 0.01488 | 0.01642 |
| 50 | MLE | 0.86277 | 0.04295 | 0.00711 | 0.01066 | 0.01775 | 0.07361 | 0.02587 | 0.01054 | 0.00593 | 0.00615 | MME | 0.87038 | 0.04343 | 0.00711 | 0.01123 | 0.01500 | 0.08332 | 0.02685 | 0.01054 | 0.00598 | 0.00589 | PCE | 0.67724 | − 0.05961 | − 0.04379 | −0.02532 | − 0.03890 | 0.04971 | 0.02590 | 0.01420 | 0.00802 | 0.00690 | LSE | 0.60209 | 0.00401 | 0.00374 | 0.00952 | − 0.01785 | 0.04424 | 0.02550 | 0.01336 | 0.00675 | 0.00543 | WLSE | 0.33053 | − 0.04580 | 0.00322 | 0.00918 | − 0.04761 | 0.19229 | 0.01685 | 0.01214 | 0.00638 | 0.01093 | MLE | 0.86277 | 0.04295 | 0.00711 | 0.01066 | 0.01775 | 0.07361 | 0.02587 | 0.01054 | 0.00593 | 0.00615 |
| 100 | MLE | − 0.21280 | − 0.12827 | 0.00632 | 0.00470 | 0.00250 | 0.05254 | 0.02181 | 0.00480 | 0.00292 | 0.00222 | MME | − 0.25157 | − 0.14261 | 0.00632 | 0.00517 | 0.00245 | 0.06987 | 0.02544 | 0.00480 | 0.00293 | 0.00225 | PCE | − 0.17997 | − 0.10697 | − 0.02831 | − 0.01738 | − 0.01960 | 0.04306 | 0.01985 | 0.00681 | 0.00405 | 0.00344 | LSE | − 0.16872 | − 0.07718 | 0.00509 | 0.00372 | 0.00268 | 0.02847 | 0.00596 | 0.00585 | 0.00329 | 0.00250 | WLSE | − 0.31292 | − 0.14028 | 0.00484 | 0.00359 | 0.00234 | 0.10323 | 0.01968 | 0.00545 | 0.00310 | 0.00234 | MLE | − 0.21279 | − 0.12827 | 0.00633 | 0.00470 | 0.00250 | 0.05254 | 0.02181 | 0.00480 | 0.00292 | 0.00222 |
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The first entry is the simulated bias. The second entry is simulated MSE.
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