Estimation of Right Truncated Laplace Distribution, Simulation Study

Abstract

this papers aim to parameter right truncated Laplace distribution estimate
by some estimation methods (MOM, MM, PER and MLE), Simulation
experiments was used for comparison between each of the estimators
methods to obtain the best method to estimate the parameter. The
simulation is to generate random data follow the distribution of Right
truncated Laplace Distribution on three models of the real values of the
parameter A1
( β = 1) , A2
(β = 0.5) , A3
( β = 3.4) , and with samples
size (n=10, 25, 50, 75, 100) and sample iteration (N=1000). Comparisons
have been made between the obtained results by using two creteriar, which
they are estimation (MSE) and (MAPE), the results are given in tables for
comparison purpose. The results indicate that:-In all the samples sizes, the
(mom) method is the best of the other methods