A COMPARISON OF DIFFERENT ESTIMATION METHODS FOR THE PARAMETERS OF THE WEIBULL LINDLEY DISTRIBUTION

Abstract

In this study, we consider different estimation methods for the parameters of Weibull Lindley distribution introduced by Ashgarzadeh et al. [1]. In this context, maximum likelihood (ML), least squares (LS), weighted least squares (WLS), Cramer Von Mises (CVM) and Anderson Darling (AD) estimation methods are utilized. The main focus of this study is to examine performances of these estimation methods. For this purpose, we carry out a Monte-Carlo simulation study based on different parameter settings and various values of the sample size. Results show that the AD estimators are almost preferable. Two real life data sets taken from the literature are also considered at end of the study.