Bias Correction in the Type I Generalized Logistic Distribution |
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Authors: | B Lagos-Álvarez M D Jiménez-Gamero V Alba-Fernández |
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Institution: | 1. Department of Statistics , University of Concepción , Concepción, Chile bla@udec.cl;3. Department of Statistics and O. R. , University of Sevilla , Sevilla, Spain;4. Department of Statistics and O. R. , University of Jaén , Jaén, Spain |
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Abstract: | Four strategies for bias correction of the maximum likelihood estimator of the parameters in the Type I generalized logistic distribution are studied. First, we consider an analytic bias-corrected estimator, which is obtained by deriving an analytic expression for the bias to order n ?1; second, a method based on modifying the likelihood equations; third, we consider the jackknife bias-corrected estimator; and fourth, we consider two bootstrap bias-corrected estimators. All bias correction estimators are compared by simulation. Finally, an example with a real data set is also presented. |
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Keywords: | Bias correction Bootstrap Jackknife Maximum likelihood estimator Type I generalized logistic distribution |
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