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arXiv · 1604.06308

Some estimators of the PDF and CDF of the Lindley Distribution

Sudhansu S. Maiti·Indrani Mukherjee
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Abstract

This article addresses the different methods of estimation of the probability density function (PDF) and the cumulative distribution function (CDF) for the Lindley distribution. Following estimation methods are considered: uniformly minimum variance unbiased estimator (UMVUE), maximum likelihood estimator (MLE), percentile estimator (PCE), least square estimator (LSE), weighted least square estimator (WLSE), Cram\'{e}r-von-Mises estimator (CVME), Anderson-Darling estimator (ADE). Monte Carlo simulations are performed to compare the performances of the proposed methods of estimation.

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Sudhansu S. Maiti, Indrani Mukherjee. 2016-04-21. Some estimators of the PDF and CDF of the Lindley Distribution. https://arxiv.org/abs/1604.06308

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