ROBUST PARAMETER ESTIMATION FOR THE MARSHALL-OLKIN EXTENDED BURR XII DISTRIBUTION

Abstract

In this paper, we consider the parameter estimation of the Marshall–Olkin extended Burr XII (MOEBXII) distribution, which is a generalizationof the Burr XII distribution.For the estimation of the parameters in theMOEBXII, maximum likelihood (ML) is available. However, this is not robustestimator. In this paper we proposed a robust estimator based on M estimation method to estimate the parameters of the MOEBXII distribution. Weperform a small simulation study to illustrate the performance of proposedmethod. We also reanalyze two data sets to asses the capability of the robustestimators over the ML and LS estimators