Journal of Statistical Theory and Applications

Volume 17, Issue 3, September 2018, Pages 537 - 553

Estimating the Parameters of a Generalized Exponential Distribution

Authors
Syed Afzal Hossain
Department of Mathematics and Statistics, University of Nebraska at Kearney
Received 22 March 2017, Accepted 13 September 2018, Available Online 30 September 2018.
DOI
10.2991/jsta.2018.17.3.9How to use a DOI?
Keywords
Generalized exponential distribution; Maximum Likelihood Estimation; Method of Moments; Moment generating function; Sufficient condition
Abstract

A three-parameter generalized exponential distribution was suggested by Hossain and Ahsanullah [5]. Some important aspects of this distribution in the area of estimation remain unexplored in the earlier works. We discuss here the maximum likelihood (ML) method and the method of moments to estimate the parameters. The sufficient condition for the existence of a unique solution of the parameters obtained by the method of moments is derived. Finally, a popular real life numerical example is illustrated to investigate the application of both methods of estimation and the results obtained therein are compared with four similar well known three-parameter distributions.

Copyright
© 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article under the CC BY-NC license (http://creativecommons.org/licences/by-nc/4.0/).

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Journal
Journal of Statistical Theory and Applications
Volume-Issue
17 - 3
Pages
537 - 553
Publication Date
2018/09/30
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
10.2991/jsta.2018.17.3.9How to use a DOI?
Copyright
© 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article under the CC BY-NC license (http://creativecommons.org/licences/by-nc/4.0/).

Cite this article

TY  - JOUR
AU  - Syed Afzal Hossain
PY  - 2018
DA  - 2018/09/30
TI  - Estimating the Parameters of a Generalized Exponential Distribution
JO  - Journal of Statistical Theory and Applications
SP  - 537
EP  - 553
VL  - 17
IS  - 3
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.2018.17.3.9
DO  - 10.2991/jsta.2018.17.3.9
ID  - Hossain2018
ER  -