On Inference about Tilt Parameter in Marshall-Olkin Family of Distributions

Abstract

Marshall and Olkin [Biometrika199784641652] introduced a method for constructing a new distribution by adding a new parameter, called tilt parameter, to a parent distribution. It is observed that adding this parameter leads to a more flexible model than the parent model. In this paper, different estimators for tilt parameter as a major parameter are presented. Their performances are compared using Monte Carlo simulations. Hypothesis testing and interval estimation of tilt parameter using Rao score test is discussed.

Keywords

• Tilt parameter
• Marshall-Olkin distribution
• Maximum likelihood estimation
• Maximum spacing estimation
• Least-squares estimation
• coverage probability