Parameter estimation for generalized logistic distribution by estimating equations based on the order statistics

ABSTRACT

In this paper, we propose estimating equations estimators (EEE) based on the order statistics for the generalized Logistic distribution. Some asymptotic results are provided. Two simulation studies are undertaken to assess the performance of the proposed method and to compare them with other methods suggested in this paper. The simulation results indicate that EEE performs better than some other methods in terms of MSE. Finally, the proposed method is applied to two real data sets.

KEYWORDS:

• Estimating equations
• Generalized logistic distribution
• Order statistics.

MATHEMATICS SUBJECT CLASSIFICATION:

• 62F10, 62G30

Acknowledgments

This project was partially supported by Research Fund for the Natural Science Foundation of China (No.11701021), Doctoral Program of Higher Education of China (No.20131103120027), Science and Technology Program of Beijing Education Commission (No. KM201610005020) and Fundamental Research Foundation of Beijing University of Technology (No. PXM2017_014204_500087).

Additional information

Funding

This project was partially supported by Research Fund for the Natural Science Foundation of China (No. 11701021), National Bureau of Statistics of China (Nos. 2016LZ42, 2017LZ35), Beijing Postdoctoral Science Foundation (No. 2016ZZ-30), Science and Technology Program of Beijing Education Commission (No. KM201610005020).