Research Article
Exponentiated Gamma Distribution: Different Methods of Estimations
Table 4
Bias estimates and MSEs of are presented, when is unknown.
| | Method | = 0.25 | = 0.5 | = 1 | = 2 | = 2.5 |
| 10 | MLE | 0.23192 | − 0.37506 | 1.51322 | 0.30659 | 0.17913 | 0.41451 | 0.14067 | 2.28984 | 0.09400 | 0.12062 | MME | 1.49108 | 0.22006 | 0.22579 | 0.18151 | 0.15722 | 3.41454 | 0.21805 | 0.14019 | 0.16686 | 0.38909 | PCE | 0.48838 | − 0.37506 | − 0.63758 | − 0.77034 | − 0.58675 | 0.23851 | 0.14067 | 0.40651 | 0.59343 | 0.34428 | LSE | 1.96123 | 1.93765 | 1.19535 | 0.67881 | 0.38439 | 3.84642 | 3.75448 | 1.42885 | 0.46078 | 0.14776 | WLSE | 1.93382 | 1.77460 | 0.95789 | 0.86839 | 0.36372 | 3.73965 | 3.14921 | 0.91755 | 0.75410 | 0.13230 | LME | 1.24369 | 0.58045 | − 0.86891 | 0.25729 | − 0.27276 | 1.54676 | 0.33692 | 0.75500 | 0.06620 | 0.07440 |
| 20 | MLE | 1.12958 | − 0.78577 | 0.09648 | 0.06996 | − 0.32552 | 0.98810 | 0.83260 | 0.07399 | 0.05256 | 0.31230 | MME | − 0.21298 | − 0.02978 | 0.09269 | 0.08362 | 0.06518 | 15.79690 | 1.26516 | 0.09956 | 0.07370 | 0.06565 | PCE | 0.96517 | 0.41578 | − 0.25434 | − 0.20545 | − 0.13402 | 2.64459 | 0.51577 | 0.27145 | 0.30745 | 0.19009 | LSE | 1.08501 | 0.13210 | 0.12885 | 0.23836 | − 0.05068 | 0.12089 | 0.01752 | 0.27372 | 0.44210 | 0.14692 | WLSE | 0.95772 | 0.05630 | 0.07882 | 0.16095 | − 0.09438 | 0.05037 | 0.00333 | 0.21817 | 0.58381 | 0.20759 | LME | 0.26872 | − 0.06348 | 0.05770 | 0.04002 | 0.00806 | 0.09852 | 0.09493 | 0.08266 | 0.05849 | 0.05390 |
| 50 | MLE | 0.94981 | 0.08882 | 0.03655 | 0.02594 | − 0.20388 | 0.13613 | 0.05372 | 0.02425 | 0.01849 | 0.26018 | MME | 0.17219 | − 0.03711 | 0.03235 | 0.02871 | − 0.00462 | 9.21814 | 0.31441 | 0.03334 | 0.02669 | 0.02245 | PCE | 1.59704 | 0.64277 | − 0.16087 | − 0.11791 | − 0.15752 | 1.49896 | 0.44799 | 0.25011 | 0.05786 | 0.09803 | LSE | 1.01034 | 0.12268 | 0.06734 | 0.26566 | − 0.15567 | 0.07085 | 0.01507 | 0.05965 | 0.09425 | 0.04834 | WLSE | 0.94417 | 0.04855 | 0.03741 | 0.19030 | − 0.24839 | 0.04104 | 0.00241 | 0.08950 | 0.18141 | 0.10215 | LME | 0.75545 | − 0.08930 | 0.01673 | 0.01864 | − 0.00924 | 0.05648 | 0.04131 | 0.02619 | 0.01999 | 0.01877 |
| 100 | MLE | − 0.24206 | 0.04165 | − 0.10807 | 0.012484 | 0.00873 | 0.05859 | 0.00173 | 0.01168 | 0.00768 | 0.00833 | MME | 0.16552 | 0.02524 | − 0.07416 | 0.04744 | 0.06259 | 0.05546 | 0.00064 | 0.02102 | 0.01807 | 0.01740 | PCE | − 0.51381 | − 0.27116 | − 0.10042 | − 0.07722 | − 0.07335 | 0.26401 | 0.07353 | 0.04582 | 0.02565 | 0.02310 | LSE | 0.15872 | 0.14976 | − 0.09193 | 0.08286 | 0.06580 | 0.06445 | 0.02243 | 0.00845 | 0.00687 | 0.00433 | WLSE | 0.78422 | 0.34511 | − 0.10204 | 0.06591 | 0.06105 | 0.03259 | 0.11910 | 0.01041 | 0.00434 | 0.00373 | LME | − 0.01798 | 0.13656 | 0.01622 | 0.11112 | 0.02734 | 0.00032 | 0.01865 | 0.00026 | 0.01235 | 0.00075 |
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The first entry is the simulated bias. The second entry is simulated MSE.
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