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

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

We deal with the problem of estimating the parameters of the generalized Lindley distribution. Besides the classical estimator, inverse moment and modified inverse estimators are proposed and their properties are investigated. A condition for the existence and uniqueness of the inverse moment and mo...

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Main Authors: Wenhao Gui, Man Chen
Format: Article
Language:English
Published: Hindawi Limited 2016-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2016/7946828
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spelling doaj-2c5a66977322461cb33117ccf3eb062f2020-11-24T22:56:48ZengHindawi LimitedMathematical Problems in Engineering1024-123X1563-51472016-01-01201610.1155/2016/79468287946828Parameter Estimation and Joint Confidence Regions for the Parameters of the Generalized Lindley DistributionWenhao Gui0Man Chen1Department of Mathematics, Beijing Jiaotong University, Beijing 100044, ChinaDepartment of Mathematics, Beijing Jiaotong University, Beijing 100044, ChinaWe deal with the problem of estimating the parameters of the generalized Lindley distribution. Besides the classical estimator, inverse moment and modified inverse estimators are proposed and their properties are investigated. A condition for the existence and uniqueness of the inverse moment and modified inverse estimators of the parameters is established. Monte Carlo simulations are conducted to compare the estimators’ performances. Two methods for constructing joint confidence regions for the two parameters are also proposed and their performances are discussed. A real example is presented to illustrate the proposed methods.http://dx.doi.org/10.1155/2016/7946828
collection DOAJ
language English
format Article
sources DOAJ
author Wenhao Gui
Man Chen
spellingShingle Wenhao Gui
Man Chen
Parameter Estimation and Joint Confidence Regions for the Parameters of the Generalized Lindley Distribution
Mathematical Problems in Engineering
author_facet Wenhao Gui
Man Chen
author_sort Wenhao Gui
title Parameter Estimation and Joint Confidence Regions for the Parameters of the Generalized Lindley Distribution
title_short Parameter Estimation and Joint Confidence Regions for the Parameters of the Generalized Lindley Distribution
title_full Parameter Estimation and Joint Confidence Regions for the Parameters of the Generalized Lindley Distribution
title_fullStr Parameter Estimation and Joint Confidence Regions for the Parameters of the Generalized Lindley Distribution
title_full_unstemmed Parameter Estimation and Joint Confidence Regions for the Parameters of the Generalized Lindley Distribution
title_sort parameter estimation and joint confidence regions for the parameters of the generalized lindley distribution
publisher Hindawi Limited
series Mathematical Problems in Engineering
issn 1024-123X
1563-5147
publishDate 2016-01-01
description We deal with the problem of estimating the parameters of the generalized Lindley distribution. Besides the classical estimator, inverse moment and modified inverse estimators are proposed and their properties are investigated. A condition for the existence and uniqueness of the inverse moment and modified inverse estimators of the parameters is established. Monte Carlo simulations are conducted to compare the estimators’ performances. Two methods for constructing joint confidence regions for the two parameters are also proposed and their performances are discussed. A real example is presented to illustrate the proposed methods.
url http://dx.doi.org/10.1155/2016/7946828
work_keys_str_mv AT wenhaogui parameterestimationandjointconfidenceregionsfortheparametersofthegeneralizedlindleydistribution
AT manchen parameterestimationandjointconfidenceregionsfortheparametersofthegeneralizedlindleydistribution
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