Inference on the probability density and cumulative distribution functions for conducting an efficient estimation on the inverse Weibull distribution
نویسندگان
1 Department of Statistics, Payame Noor University, Tehran, Iran
2 Department of Statistics, Payame Noor University, Tehran, Iran
doi
10.22034/jsmta.2024.21909.1147چکیده
Since the inverse Weibull distribution is one of the well-known lifetime distributions in statistical inference, estimating its parameters, as well as estimating its probability density function and cumulative distribution function through various statistical methods, is recommended. Throughout this study, we develop the best two-observation percentile estimation for both the probability density function and cumulative distribution function associated with the inverse Weibull distribution. To gauge its efficacy, we conduct a comparative analysis, pitting the best two-observation percentile estimation against estimations derived through maximum likelihood and percentiles, utilizing Monte Carlo simulations and scrutiny of two real datasets.
