Parameter estimation for weighted two-parameter exponential distribution

Abstract

In this study, estimation techniques for the two parameters, θ and β, of the weighted two-parameter exponential distribution (WTED) are presented. To this end, various methods such as maximum likelihood estimation (MLE), method of moment (MOM), jackknife of MLE (JMLE), and jackknife of MOM (JMOM) were utilized. In a simulation study, the performance of the proposed methods were compared based on their mean square error estimates. The results show that JMLE, MLE, and MOM provide the most suitable estimators for the WTED in cases where θ > β, θ = β and θ < β, respectively.