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 | | | | | |
| 30 | MOM | 1.2705 (0.4298) | 1.2350 (0.3510) | 1.2965 (0.5115) | 1.2770 (0.4460) | 1.3522 (0.6256) | MLE | 1.1310 (0.1459) | 1.1703 (0.2029) | 1.1590 (0.2240) | 1.1693 (0.2267) | 1.1911 (0.2888) | IME | 1.0956 (0.1267) | 1.1292 (0.1728) | 1.1154 (0.1906) | 1.1234 (0.1930) | 1.1395 (0.2400) | MIME | 1.0482 (0.1063) | 1.0755 (0.1420) | 1.0590 (0.1570) | 1.0635 (0.1572) | 1.0754 (0.1939) |
| 40 | MOM | 1.1791 (0.2212) | 1.1954 (0.2262) | 1.2046 (0.2693) | 1.2299 (0.3163) | 1.2536 (0.3961) | MLE | 1.0878 (0.0934) | 1.1175 (0.1220) | 1.1164 (0.1237) | 1.1359 (0.1596) | 1.1034 (0.1464) | IME | 1.0631 (0.0838) | 1.0894 (0.1098) | 1.0858 (0.1089) | 1.1025 (0.1412) | 1.0703 (0.1315) | MIME | 1.0294 (0.0739) | 1.0516 (0.0951) | 1.0456 (0.0937) | 1.0591 (0.1207) | 1.0267 (0.1139) |
| 50 | MOM | 1.1363 (0.1557) | 1.1396 (0.1767) | 1.1570 (0.2069) | 1.1747 (0.2296) | 1.1842 (0.2652) | MLE | 1.0746 (0.0701) | 1.0971 (0.1027) | 1.1064 (0.1102) | 1.0979 (0.1059) | 1.1064 (0.1289) | IME | 1.0553 (0.0648) | 1.0747 (0.0922) | 1.0823 (0.0994) | 1.0726 (0.0960) | 1.0783 (0.1145) | MIME | 1.0288 (0.0584) | 1.0451 (0.0822) | 1.0505 (0.0879) | 1.0394 (0.0849) | 1.0432 (0.1009) |
| 60 | MOM | 1.1233 (0.1227) | 1.1281 (0.1249) | 1.1480 (0.1679) | 1.1312 (0.1608) | 1.1511 (0.1892) | MLE | 1.0592 (0.0587) | 1.0646 (0.0601) | 1.0663 (0.0695) | 1.0832 (0.0849) | 1.0877 (0.0911) | IME | 1.0431 (0.0546) | 1.0468 (0.0548) | 1.0470 (0.0637) | 1.0625 (0.0786) | 1.0656 (0.0827) | MIME | 1.0214 (0.0502) | 1.0232 (0.0499) | 1.0218 (0.0580) | 1.0354 (0.0709) | 1.0371 (0.0743) |
| 80 | MOM | 1.0954 (0.0843) | 1.0836 (0.0856) | 1.0984 (0.0974) | 1.1136 (0.1105) | 1.1220 (0.1224) | MLE | 1.0579 (0.0426) | 1.0556 (0.0480) | 1.0624 (0.0553) | 1.0533 (0.0515) | 1.0700 (0.0651) | IME | 1.0459 (0.0400) | 1.0426 (0.0452) | 1.0485 (0.0517) | 1.0385 (0.0484) | 1.0539 (0.0612) | MIME | 1.0297 (0.0372) | 1.0251 (0.0421) | 1.0296 (0.0478) | 1.0189 (0.0449) | 1.0329 (0.0563) |
| 100 | MOM | 1.0704 (0.0659) | 1.0704 (0.0736) | 1.0835 (0.0859) | 1.0763 (0.0888) | 1.0780 (0.0851) | MLE | 1.0332 (0.0299) | 1.0383 (0.0344) | 1.0504 (0.0428) | 1.0344 (0.0370) | 1.0478 (0.0482) | IME | 1.0244 (0.0288) | 1.0286 (0.0330) | 1.0393 (0.0407) | 1.0230 (0.0356) | 1.0353 (0.0459) | MIME | 1.0119 (0.0274) | 1.0149 (0.0313) | 1.0245 (0.0382) | 1.0077 (0.0337) | 1.0189 (0.0432) |
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