Estimation for Two-Parameter Rayleigh Distribution Based on Multiply Type-II Censored Sample
Jun‐Tae Han, Suk-Bok Kang
Abstract
Jun‐Tae Han, Suk-Bok Kang
Abstract
For multiply Type-II censored samples from two-parameter Rayleigh distribution, the maximum likelihood method does not admit explicit solutions. In this case, we propose some explicit estimators of the location and scale parameters in the Rayleigh distribution by the approximate maximum likelihood methods. We compare the proposed estimators in the sense of the mean squared error for various censored samples.
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For multiply Type-II censored samples from two-parameter Rayleigh distribution, the maximum likelihood method does not admit explicit solutions. In this case, we propose some explicit estimators of the location and scale parameters in the Rayleigh distribution by the approximate maximum likelihood methods. We compare the proposed estimators in the sense of the mean squared error for various censored samples.
Key concepts: Rayleigh distribution, Estimator, Mathematics, Maximum likelihood, Statistics, Scale parameter, Maximum likelihood sequence estimation, Rayleigh scattering