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Annals of Data Science

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21-07-2017

Evaluation and Comparison of Estimators in the Gompertz Distribution

Authors: Sanku Dey, Tanmay Kayal, Yogesh Mani Tripathi

Published in: Annals of Data Science | Issue 2/2018

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Abstract

This article addresses the different methods of estimation of the probability density function and the cumulative distribution function for the Gompertz distribution. Following estimation methods are considered: maximum likelihood estimators, uniformly minimum variance unbiased estimators, least squares estimators, weighted least square estimators, percentile estimators, maximum product of spacings estimators, Cramér–von-Mises estimators, Anderson–Darling estimators. Monte Carlo simulations are performed to compare the behavior of the proposed methods of estimation for different sample sizes. Finally, one real data set and one simulated data set are analyzed for illustrative purposes.

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Title: Evaluation and Comparison of Estimators in the Gompertz Distribution
Authors: Sanku Dey
Tanmay Kayal
Yogesh Mani Tripathi
Publication date: 21-07-2017
Publisher: Springer Berlin Heidelberg
Published in: Annals of Data Science / Issue 2/2018
Print ISSN: 2198-5804
Electronic ISSN: 2198-5812
DOI: https://doi.org/10.1007/s40745-017-0126-z

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