A Non-Parametric Density Estimation Based Approach for Parameter Estimation of the Three-Parameter Burr XII Distribution

Ahmed M. M. Sultan, Hala M. A. Khalil, Fatimah A. H. Almulhim

Burr XII distribution is widely used in different disciplines including engineering, business, besides others. A non-parametric density estimation based technique is applied to estimate the parameters of the three-parameter Burr XII distribution. A comparison between the proposed approach and the maximum likelihood estimators is performed. A Monte Carlo experiment of size 10000 is used to test the new estimator for different parameters of the true density. An improvement in the mean integrated square error as a measure of the closeness of the estimated density and the true density is noticed.