Inference on the probability density and cumulative distribution functions for conducting an efficient estimation on the inverse Weibull distribution

Document Type : Original Scientific Paper

Authors

Department of Statistics‎, ‎Payame Noor University‎, ‎Tehran‎, ‎Iran

Abstract

Since the inverse Weibull distribution is one of the well-known lifetime distributions in statistical inference‎, ‎estimating its parameters‎, ‎as well as estimating its probability density function and cumulative distribution function through various statistical methods‎, ‎is recommended‎. ‎Throughout this study‎, ‎we develop the best two-observation percentile estimation for both the probability density function and cumulative distribution function associated with the inverse Weibull distribution‎. ‎To gauge its efficacy‎, ‎we conduct a comparative analysis‎, ‎pitting the best two-observation percentile estimation against estimations derived through maximum likelihood and percentiles‎, ‎utilizing Monte Carlo simulations and scrutiny of two real datasets.

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References

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Journal of Statistical Modelling: Theory and Applications
Volume 4, Issue 2
July 2023
Pages 159-169

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History

  • Receive Date: 19 July 2024
  • Revise Date: 20 September 2024
  • Accept Date: 23 October 2024

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