On three-parameter generalized exponential distribution

Abstract

In this article, we consider the estimation of the three-parameter generalized exponential distribution. In presence of the unknown location parameter the usual maximum likelihood estimators do not exist for The maximum product of spacings method serves as good alternative since it always exists and yields consistent estimators in the entire parametric space. We develop the asymptotic distribution of the proposed estimators along-with a detailed discussion about the computational intricacies involved in implementing the product of spacing method. Extensive simulations have been performed to demonstrate the effectiveness of the proposed method for α in the range (0, 1), in addition to a comparative study with some standard techniques known to provide consistent estimators, even for Furthermore, two real data sets have been analyzed to demonstrate the applicability of the proposed method.