Research Article

Parameter Estimation and Joint Confidence Regions for the Parameters of the Generalized Lindley Distribution

Table 1

Average relative estimates and MSEs of .

Methods

30MOM1.2705 (0.4298)1.2350 (0.3510)1.2965 (0.5115)1.2770 (0.4460)1.3522 (0.6256)
MLE1.1310 (0.1459)1.1703 (0.2029)1.1590 (0.2240)1.1693 (0.2267)1.1911 (0.2888)
IME1.0956 (0.1267)1.1292 (0.1728)1.1154 (0.1906)1.1234 (0.1930)1.1395 (0.2400)
MIME1.0482 (0.1063)1.0755 (0.1420)1.0590 (0.1570)1.0635 (0.1572)1.0754 (0.1939)

40MOM1.1791 (0.2212)1.1954 (0.2262)1.2046 (0.2693)1.2299 (0.3163)1.2536 (0.3961)
MLE1.0878 (0.0934)1.1175 (0.1220)1.1164 (0.1237)1.1359 (0.1596)1.1034 (0.1464)
IME1.0631 (0.0838)1.0894 (0.1098)1.0858 (0.1089)1.1025 (0.1412)1.0703 (0.1315)
MIME1.0294 (0.0739)1.0516 (0.0951)1.0456 (0.0937)1.0591 (0.1207)1.0267 (0.1139)

50MOM1.1363 (0.1557)1.1396 (0.1767)1.1570 (0.2069)1.1747 (0.2296)1.1842 (0.2652)
MLE1.0746 (0.0701)1.0971 (0.1027)1.1064 (0.1102)1.0979 (0.1059)1.1064 (0.1289)
IME1.0553 (0.0648)1.0747 (0.0922)1.0823 (0.0994)1.0726 (0.0960)1.0783 (0.1145)
MIME1.0288 (0.0584)1.0451 (0.0822)1.0505 (0.0879)1.0394 (0.0849)1.0432 (0.1009)

60MOM1.1233 (0.1227)1.1281 (0.1249)1.1480 (0.1679)1.1312 (0.1608)1.1511 (0.1892)
MLE1.0592 (0.0587)1.0646 (0.0601)1.0663 (0.0695)1.0832 (0.0849)1.0877 (0.0911)
IME1.0431 (0.0546)1.0468 (0.0548)1.0470 (0.0637)1.0625 (0.0786)1.0656 (0.0827)
MIME1.0214 (0.0502)1.0232 (0.0499)1.0218 (0.0580)1.0354 (0.0709)1.0371 (0.0743)

80MOM1.0954 (0.0843)1.0836 (0.0856)1.0984 (0.0974)1.1136 (0.1105)1.1220 (0.1224)
MLE1.0579 (0.0426)1.0556 (0.0480)1.0624 (0.0553)1.0533 (0.0515)1.0700 (0.0651)
IME1.0459 (0.0400)1.0426 (0.0452)1.0485 (0.0517)1.0385 (0.0484)1.0539 (0.0612)
MIME1.0297 (0.0372)1.0251 (0.0421)1.0296 (0.0478)1.0189 (0.0449)1.0329 (0.0563)

100MOM1.0704 (0.0659)1.0704 (0.0736)1.0835 (0.0859)1.0763 (0.0888)1.0780 (0.0851)
MLE1.0332 (0.0299)1.0383 (0.0344)1.0504 (0.0428)1.0344 (0.0370)1.0478 (0.0482)
IME1.0244 (0.0288)1.0286 (0.0330)1.0393 (0.0407)1.0230 (0.0356)1.0353 (0.0459)
MIME1.0119 (0.0274)1.0149 (0.0313)1.0245 (0.0382)1.0077 (0.0337)1.0189 (0.0432)