Kumaraswamy distribution: different methods of estimation. (English) Zbl 1395.62023
Summary: This paper addresses different methods of estimation of the unknown parameters of a two-parameter Kumaraswamy distribution from a frequentist point of view. We briefly describe ten different frequentist approaches, namely, maximum likelihood estimators, moments estimators, \(L\)-moments estimators, percentile based estimators, least squares estimators, weighted least squares estimators, maximum product of spacings estimators, Cramér-von-Mises estimators, Anderson-Darling estimators and right tailed Anderson-Darling estimators. Monte Carlo simulations and two real data applications are performed to compare the performances of the estimators for both small and large samples.
Keywords:
Kumaraswamy distribution; least squares estimators; maximum likelihood estimators; method of maximum product spacing; method of moments estimators; percentile estimators; weighted least squares estimatorsSoftware:
OxReferences:
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