Different methods of estimation for generalized inverse Lindley distribution

Abstract

In this paper, we have considered different methods of estimation of the unknown param- eters of GILD. First we briefly describe different methods of estimations, namely maximum likelihood estimators, moments estimators, least squares estimators, weighted least squares, maximum product spacing estimates, methods of minimum distances, method of Cramer- von-Misses and methods of Anderson-Darling and compare them using extensive numerical simulations.