Estimation the Shape Parameter for Power Function Distribution

Abstract

In the paper estimate of the shape parameter for power function distribution was proposed. For different sample sizes (small, medium, and large). Using different methods, Maximum likelihood method, Moment method, Shrinkage methods, and Least square method. mean square error (MSE) was implemented as an indicator of performance and comparisons of performance have been carried out through data analysis and computer simulation between the estimation methods according to the applied indicator. It was observed from the results that the shrinkage method (constant weight factor (sh2 )) estimates for the shape parameter are the best in performance for each case.