A Note on Improved Estimation for the Topp-Leone Distribution

The Topp-Leone distribution is attractive for reliability studies as it has finite support and a bathtub-shaped hazard function. We compare some properties of the method of moments, maximum likelihood, and bias-adjusted maximum likelihood estimators of its shape parameter. The last of these estimators is very simple to apply and dominates the method of moments estimator in terms of relative bias and mean squared error.

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Year of publication:	2012-09-12
Authors:	Giles, David E.
Institutions:	Department of Economics, University of Victoria
Subject:	J-shaped distribution \| maximum likelihood \| method of moments \| unbiased estimation \| mean squared error \| bathtub hazard \| finite support

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Extent:	application/pdf
Series:	Econometrics Working Papers.
Type of publication:	Book / Working Paper
Notes:	ISSN 1485-6441 Number 1203 9 pages
Classification:	C13 - Estimation ; C41 - Duration Analysis ; c46
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010717745