Estimation of parameters of the inverse gaussian-weibull mixture model
Essam K. AL-Hussaini, Nagi S. Abd-El-Hakim · Communication in Statistics- Theory and Methods · 1990
The main objective of this work is to estimate the 5-dime-nsional vector of parameters (p,μ,λ,α,c) of the mixture of an Inverse Gaussian IG(μ,λ) and Weibull W(α,c) distributions with mixing proportion p. We use the maximum Likelihood method (MLM) and the weighted maximum likelihood method (WMLM), both under the sampling schemes suggested by Hosmer (1973). Simulation study shows that the WMLM performs best, when Hosmer's model 2 is used, in the sense of minimizing the mean square error.