Research Article
Exponentiated Gamma Distribution: Different Methods of Estimations
Table 3
Bias estimates and MSEs of are presented, when is unknown.
| | Method | = 0.25 | = 0.5 | = 1 | = 2 | = 2.5 |
| 10 | MLE | 0.21113 | 0.47216 | 1.52019 | 1.72396 | 1.14780 | 0.22611 | 0.22293 | 2.31097 | 2.97203 | 4.56281 | MME | 0.76727 | 0.49996 | 1.14769 | 1.11707 | 1.34613 | 0.58875 | 0.39533 | 2.71090 | 3.59468 | 12.94580 | PCE | 0.59915 | 0.52863 | − 0.81238 | −1.80674 | 2.06424 | 0.35898 | 0.27945 | 0.65997 | 3.26431 | 4.26110 | LSE | 1.42344 | 4.79954 | 3.30292 | 1.81180 | 2.00336 | 2.02618 | 23.03550 | 10.9093 | 3.28262 | 4.01345 | WLSE | 1.37249 | 4.13538 | 2.33451 | 2.88664 | 1.94695 | 1.88374 | 17.10140 | 5.44994 | 8.33268 | 3.79060 | LME | 0.25377 | 0.33619 | − 0.83525 | 0.42838 | − 0.30403 | 0.06440 | 0.11302 | 0.69764 | 0.18351 | 0.09243 |
| 20 | MLE | 0.05642 | − 0.26499 | 0.20639 | 0.51890 | − 0.63219 | 0.06938 | 0.11276 | 0.28192 | 1.76134 | 3.30157 | MME | − 0.02744 | 0.02945 | 0.24985 | 0.70164 | 0.68147 | 0.11071 | 0.07633 | 0.45191 | 3.40144 | 5.12740 | PCE | − 0.05994 | 0.16020 | − 0.30593 | −0.59678 | − 0.49013 | 0.83344 | 0.20841 | 0.90643 | 2.82742 | 2.21411 | LSE | 4.17385 | 1.64517 | 0.13219 | 1.99406 | − 0.11114 | 17.52740 | 2.71021 | 0.94279 | 5.38358 | 3.77045 | WLSE | 4.53046 | 2.49667 | 0.06400 | 0.71230 | − 0.14265 | 20.61810 | 6.23523 | 0.60372 | 4.52342 | 3.73948 | LME | − 0.12299 | − 0.05096 | 0.14087 | 0.34621 | 0.28202 | 0.00526 | 0.05250 | 0.32047 | 1.91264 | 4.40559 |
| 50 | MLE | 0.02917 | 0.04433 | 0.06944 | 0.17997 | − 0.35615 | 0.00322 | 0.01287 | 0.05652 | 0.36878 | 2.45495 | MME | − 0.02159 | − 0.03043 | 0.07974 | 0.20995 | 0.01896 | 0.05408 | 0.02100 | 0.09118 | 0.58875 | 0.81280 | PCE | 0.09865 | 0.30284 | − 0.23200 | −0.37726 | − 0.72448 | 0.04254 | 0.13493 | 0.57164 | 0.62198 | 1.36530 | LSE | 4.04285 | 1.41485 | 0.02900 | 0.91823 | − 0.67959 | 16.38400 | 2.00264 | 0.21018 | 1.64307 | 1.06572 | WLSE | 4.46262 | 2.30001 | 0.02562 | 0.62267 | − 0.87230 | 19.94850 | 5.29033 | 0.16917 | 1.25187 | 1.41209 | LME | − 0.00570 | − 0.07578 | 0.02864 | 0.12927 | − 0.07695 | 0.00259 | 0.01867 | 0.05908 | 0.38234 | 0.64602 |
| 100 | MLE | 0.04925 | 0.33618 | 0.04200 | 0.07415 | 0.08994 | 0.00243 | 0.11302 | 0.00176 | 0.12379 | 0.23124 | MME | 0.19042 | 0.14178 | − 0.15128 | 0.19460 | − 0.09501 | 0.048974 | 0.02010 | 0.04628 | 0.23351 | 0.17784 | PCE | − 0.12753 | 0.03137 | − 0.15234 | −0.27866 | − 0.33585 | 0.01626 | 0.00098 | 0.11004 | 0.36332 | 0.55157 | LSE | 7.15894 | 0.36587 | 0.08370 | 0.38356 | 0.15933 | 23.58748 | 0.13386 | 0.00701 | 0.14712 | 0.02539 | WLSE | 6.48572 | 0.65182 | 0.06534 | 0.30304 | 0.11907 | 25.85176 | 0.42487 | 0.00427 | 0.09183 | 0.01418 | LME | 0.20830 | 0.28730 | − 0.03486 | 0.47106 | 0.04308 | 0.04339 | 0.08254 | 0.00121 | 0.22190 | 0.00186 |
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The first entry is the simulated bias. The second entry is simulated MSE.
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