Comparative Study of New and Traditional Estimators of a New Lifetime Model

Abstract

In this article, we have studied the behavior of estimators of parameter of a new lifetime model, suggested by Maurya et al. (2016), obtained by using methods of moments, maximum likelihood, maximum product spacing, least squares, weighted least squares, percentile, Cramer-von-Mises, Anderson-Darling and Right-tailed Anderson-Darling. Comparison of the estimators has been done on the basis of their mean square errors, biases, absolute and maximum absolute differences between empirical and estimated distribution function and a newly proposed criterion. We have also obtained the asymptomatic confidence interval and associated coverage probability for the parameter

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