Two different techniques - replica-exchange Wang-Landau (REWL) and statistical temperature molecular dynamics (STMD) - were applied to systematically study the phase transition behavior of self-assembling lipids as a function of temperature using an off-lattice lipid model. Both methods allow the direct calculation of the density of states with improved efficiency compared to the original Wang-Landau method. A 3-segment model of amphiphilic lipids solvated in water has been studied with varied particle interaction energies (ε) and lipid concentrations. The phase behavior of the lipid molecules with respect to bilayer formation has been characterized through the calculation of the heat capacity as a function of temperature, in addition to various order parameters and general visual inspection. The simulations conducted by both methods can go to very low temperatures with the whole system exhibiting well-ordered structures. With optimized parameters, several bilayer phases are observed within the temperature range studied, including gel phase bilayers with frozen water, mixed water (i.e., frozen and liquid water), and liquid water, and a more fluid bilayer with liquid water. The results obtained from both methods, STMD and REWL, are consistently in excellent agreement with each other, thereby validating both the methods and the results.