Comparison of some methods for estimating parameters and reliability of the generalized inverse Weibull distribution

The reliability function and three parameters (α, β, θ) of the generalized inverse Weibull distribution (GIW) were estimated in this paper using three estimation methods including each of Cramér-Von Mises method (CVM), Least Square method (LS) and Maximum Likelihood estimation (MLE). The random variable for this estimate was generated using the simulation technique. Finally, using the mean square error, comparisons were done between the estimators’outputs. The following conclusions can be drawn from the findings. In general: α^MLE,β^CVM,θ^MLE and R^MLE they are better than estimators of other methods.