A Comparison of Different Estimation Methods for the Parameters of the Weibull Lindley Distribution

Abstract

In this study, we consider different estimation methods for the parameters of Weibull Lindley distribution introduced byAshgarzadeh et al. [1]. In this context, maximum likelihood (ML), least squares (LS), weighted least squares (WLS), CramerVon Mises (CVM) and Anderson Darling (AD) estimation methods are utilized. The main focus of this study is to examineperformances of these estimation methods. For this purpose, we carry out a Monte-Carlo simulation study based on differentparameter settings and various values of the sample size. Results show that the AD estimators are almost preferable. Two reallife data sets taken from the literature are also considered at end of the study.