Research Article
Parameter Estimation and Joint Confidence Regions for the Parameters of the Generalized Lindley Distribution
Table 2
Average relative estimates and MSEs of
.
| | Methods | | | | | |
| | MOM | 1.0778 (0.0551) | 1.0795 (0.0524) | 1.0760 (0.0483) | 1.0794 (0.0495) | 1.0699 (0.0454) | | MLE | 1.0596 (0.0381) | 1.0516 (0.0357) | 1.0449 (0.0315) | 1.0529 (0.0335) | 1.0460 (0.0315) | | IME | 1.0356 (0.0343) | 1.0276 (0.0323) | 1.0218 (0.0286) | 1.0302 (0.0308) | 1.0233 (0.0288) | | MIME | 1.0024 (0.0314) | 0.9957 (0.0299) | 0.9909 (0.0269) | 0.9997 (0.0285) | 0.9934 (0.0270) |
| | MOM | 1.0507 (0.0395) | 1.0721 (0.0413) | 1.0561 (0.0380) | 1.0580 (0.0358) | 1.0522 (0.0290) | | MLE | 1.0294 (0.0234) | 1.0345 (0.0209) | 1.0447 (0.0256) | 1.0317 (0.0228) | 1.0315 (0.0195) | | IME | 1.0122 (0.0221) | 1.0174 (0.0195) | 1.0273 (0.0238) | 1.0152 (0.0214) | 1.0154 (0.0184) | | MIME | 0.9880 (0.0213) | 0.9939 (0.0185) | 1.0042 (0.0222) | 0.9928 (0.0205) | 0.9934 (0.0176) |
| | MOM | 1.0546 (0.0319) | 1.0427 (0.0288) | 1.0400 (0.0266) | 1.0412 (0.0249) | 1.0424 (0.0254) | | MLE | 1.0338 (0.0202) | 1.0307 (0.0198) | 1.0195 (0.0169) | 1.0292 (0.0179) | 1.0327 (0.0162) | | IME | 1.0197 (0.0190) | 1.0165 (0.0187) | 1.0061 (0.0160) | 1.0161 (0.0169) | 1.0193 (0.0154) | | MIME | 1.0003 (0.0181) | 0.9978 (0.0178) | 0.9880 (0.0156) | 0.9983 (0.0162) | 1.0017 (0.0146) |
| | 60 | MOM | 1.0402 (0.0280) | 1.0432 (0.0244) | 1.0332 (0.0224) | 1.0417 (0.0225) | 1.0339 (0.0217) | | MLE | 1.0230 (0.0159) | 1.0181 (0.0151) | 1.0304 (0.0146) | 1.0226 (0.0140) | 1.0247 (0.0129) | | IME | 1.0109 (0.0152) | 1.0067 (0.0145) | 1.0190 (0.0139) | 1.0113 (0.0134) | 1.0132 (0.0122) | | MIME | 0.9948 (0.0147) | 0.9913 (0.0142) | 1.0039 (0.0132) | 0.9965 (0.0129) | 0.9987 (0.0118) |
| | MOM | 1.0342 (0.0219) | 1.0288 (0.0167) | 1.0272 (0.0180) | 1.0305 (0.0155) | 1.0327 (0.0161) | | MLE | 1.0130 (0.0116) | 1.0238 (0.0121) | 1.0201 (0.0106) | 1.0229 (0.0111) | 1.0199 (0.0095) | | IME | 1.0041 (0.0113) | 1.0149 (0.0116) | 1.0119 (0.0103) | 1.0148 (0.0107) | 1.0116 (0.0092) | | MIME | 0.9922 (0.0111) | 1.0034 (0.0112) | 1.0007 (0.0100) | 1.0037 (0.0103) | 1.0008 (0.0089) |
| | MOM | 1.0269 (0.0154) | 1.0255 (0.0153) | 1.0210 (0.0125) | 1.0144 (0.0120) | 1.0236 (0.0117) | | MLE | 1.0129 (0.0087) | 1.0135 (0.0095) | 1.0149 (0.0080) | 1.0150 (0.0080) | 1.0133 (0.0075) | | IME | 1.0059 (0.0085) | 1.0067 (0.0092) | 1.0083 (0.0077) | 1.0084 (0.0077) | 1.0069 (0.0073) | | MIME | 0.9964 (0.0083) | 0.9975 (0.0090) | 0.9994 (0.0076) | 0.9996 (0.0076) | 0.9983 (0.0072) |
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