Comparison of four methods to estimate the scale parameter for Extended Poisson Exponential distribution

摘要

In this paper, it was obtained estimators of the scale parameter of Extended Poisson Exponential distribution by four methods using complete data, these methods are the Maximum Likelihood Estimator (MLE), the Least Squares Estimator (LSE), Plotting Position Estimator (PPE) and White Estimator (WE), these four methods have been compared by the criteria of Mean Square Error (MSE) using Monte Carlo simulation, and from the results on the samples in the simulation, the comparison in this study showed that Maximum Likelihood Estimator method is best from other methods followed by the White Estimator method then the Least Squares Estimator method.