Optimal B-robust estimators for the parameters of the power Lindley distribution

Abstract

Parameters of a distribution are generally estimated by using the classical methods such as maximum likelihood (ML) and least squares (LS) estimation. However, these classical methods are very sensitive to outliers. This study, therefore, proposes the application of the optimal B-robust (OBR) estimation method, which is resistant to outliers, to estimate the parameters of power Lindley (PL) distribution. We also provide a simulation study and a real data example to compare the performance of the OBR estimators with the performances of the ML, LS, and the regression M estimators.

KEYWORDS:

• Least squares
• maximum likelihood
• M-estimation
• optimal B-robust
• power Lindley

Acknowledgments

The authors would like to express their thankfulness to the referees and the associate editor for their constructive comments that led to the substantial improvement of the paper.

Disclosure statement

No potential conflict of interest was reported by the author(s).