Choosing the best method for estimating the survival function of inverse Gompertz distribution by using Integral mean squares error (IMSE)

Authors

  • Mustafa A. Hashim
  • Suhail N. Abood

DOI:

https://doi.org/10.33095/jeas.v28i133.2405

Keywords:

Inverse Gompertz Distribution, Maximum Likelihood Method, Least Squares Method, Method of Percentiles estimators, simulation, IMSE

Abstract

In this research, we study the inverse Gompertz distribution (IG) and estimate the survival function of the distribution, and the survival function was evaluated using three methods (the Maximum likelihood, least squares, and percentiles estimators) and choosing the best method estimation, as it was found that the best method for estimating the survival function is the squares-least method because it has the lowest IMSE and for all sample sizes.

 

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Published

2022-09-30

Issue

Section

Statistical Researches

How to Cite

“Choosing the best method for estimating the survival function of inverse Gompertz distribution by using Integral mean squares error (IMSE)” (2022) Journal of Economics and Administrative Sciences, 28(133), pp. 149–157. doi:10.33095/jeas.v28i133.2405.

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