Abstract

In this study, we present different estimation procedures for the parameters of the Poisson-exponential distribution, such as the maximum likelihood, method of moments, modified moments, ordinary and weighted least-squares, percentile, maximum product of spacings, Cramer-von Mises and the Anderson-Darling maximum goodness-of-fit estimators and compare them using extensive numerical simulations. We showed that the Anderson-Darling estimator is the most efficient for estimating the parameters of the proposed distribution. Our proposed methodology was also illustrated in three real data sets related to the minimum, average and the maximum flows during October at SAo Carlos River in Brazil demonstrating that the PE distribution is a simple alternative to be used in hydrological applications.