Modified Method of Moments Estimators for the Lomax Distribution: Accepted - September 2024

Victor Nawa; Saralees Nadarajah; Malick Kebe

Forthcoming

Modified Method of Moments Estimators for the Lomax Distribution

Accepted - September 2024

Authors

Victor Nawa University of Zambia https://orcid.org/0000-0001-6019-7325
Saralees Nadarajah University of Manchester https://orcid.org/0000-0002-0481-0372
Malick Kebe Howard University https://orcid.org/0009-0008-3098-1168

Keywords:

covariance, exponential integral, variance

Abstract

Modified method of moments estimators are proposed for the Lomax distribution. These estimators are obtained by replacing the expectation of an exponential function of the random variable by its empirical estimator. The proposed estimators are compared by simulation to the method of moments estimator, L moments estimator, trimmed L moments estimator, probability weighted moments estimator and maximum likelihood estimator. The proposed estimators are shown to be competitors to these estimators for small sample sizes.

Downloads

FP_REVSTAT2024_set4

Published

2024-10-09

How to Cite

Nawa, V., Nadarajah, S., & Kebe, M. (2024). Modified Method of Moments Estimators for the Lomax Distribution: Accepted - September 2024. REVSTAT-Statistical Journal. Retrieved from https://revstat.ine.pt/index.php/REVSTAT/article/view/801