Skip to main content

Table 3 Average bias and RMSE (in parentheses) of estimates for α and β with n=100 under the four models

From: Simple robust parameter estimation for the Birnbaum-Saunders distribution

 

Estimator of α

 

Estimator of β

\(\hat \alpha ^{\text {MLE}}\)

\(\hat \alpha ^{\text {IQR}}_{1}\)

\(\hat \alpha ^{\text {RC}}_{1}\)

\(\hat \alpha ^{\text {IQR}}_{2}\)

\(\hat \alpha ^{\text {RC}}_{2}\)

\(\hat \beta ^{\text {MLE}}\)

\(\tilde \beta ^{\mathrm {M}}\)

\(\hat \beta ^{\text {HL}}\)

Model 1

−0.0038

−0.0068

−0.0001

−0.0040

−0.0001

0.0013

0.0024

0.0014

(0.0353)

(0.0583)

(0.0405)

(0.0445)

(0.0405)

(0.0483)

(0.0625)

(0.0504)

Model 2

0.3424

−0.0068

0.0075

0.9484

0.0075

0.2512

0.0024

0.0040

(0.3452)

(0.9570)

(0.3742)

(0.0583)

(0.0426)

(0.2593)

(0.0625)

(0.0511)

Model 3

0.3423

−0.0068

0.0075

0.0139

0.0075

−0.1983

0.0024

−0.0011

(0.3451)

(0.0583)

(0.0426)

(0.0448)

(0.0426)

(0.2026)

(0.0625)

(0.0507)

Model 4

0.8931

0.0253

0.0523

2.4594

0.0523

1.0944

0.0364

0.0501

(0.8936)

(0.0659)

(0.0693)

(2.4607)

(0.0693)

(1.0957)

(0.0751)

(0.0736)