Comparison of estimation methods for the Kumaraswamy Weibull distribution


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Ergenç C., SENOGLU B.

Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics, cilt.72, sa.1, ss.1-21, 2023 (ESCI) identifier identifier

Özet

In this study, the performances of the different parameter estimation methods are compared for the Kumaraswamy Weibull distribution via Monte Carlo simulation study. Maximum Likelihood (ML), Least Squares (LS), Weighted Least Squares (WLS), Cramer-von Mises (CM) and Anderson Darling (AD) methods are used in the comparisons. The results of the Monte Carlo simulation study demonstrate that ML estimators for the parameters of the Kumaraswamy Weibull distribution are more efficient than the other estimators. It is followed by AD estimator. At the end of the study, a real data set taken from the literature is used to illustrate the applicability of the Kumaraswamy Weibull distribution.