Different Estimation Procedures for the Parameters of the Extended Exponential Geometric Distribution for Medical Data

We have considered different estimation procedures for the unknown parameters of the extended exponential geometric distribution. We introduce different types of estimators such as the maximum likelihood, method of moments, modified moments, L-moments, ordinary and weighted least squares, percentile...

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Bibliographic Details
Main Authors: Francisco Louzada, Pedro L. Ramos, Gleici S. C. Perdoná
Format: Article
Language:English
Published: Hindawi Limited 2016-01-01
Series:Computational and Mathematical Methods in Medicine
Online Access:http://dx.doi.org/10.1155/2016/8727951
Description
Summary:We have considered different estimation procedures for the unknown parameters of the extended exponential geometric distribution. We introduce different types of estimators such as the maximum likelihood, method of moments, modified moments, L-moments, ordinary and weighted least squares, percentile, maximum product of spacings, and minimum distance estimators. The different estimators are compared by using extensive numerical simulations. We discovered that the maximum product of spacings estimator has the smallest mean square errors and mean relative estimates, nearest to one, for both parameters, proving to be the most efficient method compared to other methods. Combining these results with the good properties of the method such as consistency, asymptotic efficiency, normality, and invariance we conclude that the maximum product of spacings estimator is the best one for estimating the parameters of the extended exponential geometric distribution in comparison with its competitors. For the sake of illustration, we apply our proposed methodology in two important data sets, demonstrating that the EEG distribution is a simple alternative to be used for lifetime data.
ISSN:1748-670X
1748-6718