On the Maximum Likelihood Estimators’ Uniqueness and Existence for Two Unitary Distributions: Analytically and Graphically, with Application

Abstract

Unit distributions, exhibiting inherent symmetrical properties, have been extensively studied across various fields. A significant challenge in these studies, particularly evident in parameter estimations, is the existence and uniqueness of estimators. Often, it is challenging to demonstrate the existence of a unique estimator. The major issue with maximum likelihood and other estimator-finding methods that use iterative methods is that they need an initial value to reach the solution. This dependency on initial values can lead to local extremes that fail to represent the global extremities, highlighting a lack of symmetry in solution robustness. This study applies a very simple, and unique, estimation method for unit Weibull and unit Burr XII distributions that both attain the global maximum value. Therefore, we can conclude that the findings from the obtained propositions demonstrate that both the maximum likelihood and graphical methods are symmetrically similar. In addition, three real-world data applications are made to show that the method works efficiently.

Keywords

• unitary distribution
• graphical method
• Cauchy–Schwarz inequality
• simulation
• data analysis