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

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  • Wenhao Gui
  • Man Chen

Abstract

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.

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  • Wenhao Gui & Man Chen, 2016. "Parameter Estimation and Joint Confidence Regions for the Parameters of the Generalized Lindley Distribution," Mathematical Problems in Engineering, Hindawi, vol. 2016, pages 1-13, January.
    • Handle: RePEc:hin:jnlmpe:7946828
    DOI: 10.1155/2016/7946828
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