Relative efficiencies of Maximum Likelihood, Minimum CHI-Square, And Minimum B Estimators.

Abstract

Debate on the choice between maximum likelihood estimator and minimum chi-square estimator is Still on. Rao's school of thought advocates for the maximum likelihood estimator and Berkson's school of thought for the minimum chi-square estimator. In this paper a numerical study has boon made by computing the relative efficiency of these estimators together with that of minimum 13 estimator for the Exponential parameter. The study reveals that for few choices of 'A' and 'EV, the constants in Statistic B introduced by Khan and Baily (1987), the minimum El estimator is more efficient than the other Iwo. Also maximum likelihood estimator is more efficient than the minimum chi-square estimator