Different estimation methods and joint confidence regions for the parameters of a generalized inverted family of distributions

Wenhao Gui, Lei Guo
2016 Hacettepe Journal of Mathematics and Statistics  
In this paper, we deal with the problem of estimating the parameters of a generalized inverted family of distributions. We propose the inverse moment and modied inverse moment estimators of the parameters. The existence and uniqueness of inverse moment and modied inverse moment estimators is derived. Monte Carlo simulations are conducted to compare their performances with maximum-likelihood estimators. Two methods for constructing joint condence regions for the two parameters are also proposed
more » ... nd their performances are discussed. A numerical example is presented to illustrate the methods.
doi:10.15672/hjms.201612016315 fatcat:nvswmooeubetfaey3hay7ta2y4