Generalized Rayleigh distribution: different methods of estimations

被引：213
|
作者：
Kundu, D [1 ]
Raqab, MZ
机构：
[1] Indian Inst Technol, Dept Math, Kanpur 208016, Uttar Pradesh, India
[2] Univ Jordan, Dept Math, Amman 11942, Jordan
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2005年 / 49卷 / 01期
关键词：
maximum likelihood estimators; modified moment estimators; Fisher information matrix; asymptotic distribution; order statistics; percentile-based estimator; least-squares estimators; L-moment estimators;
D O I：
10.1016/j.csda.2004.05.008
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
Recently, Surles and Padgett (Lifetime Data Anal., 187-200, 7, 2001) introduced two-parameter Burr Type X distribution, which can also be described as generalized Rayleigh distribution. it is observed that this particular skewed distribution can be used quite effectively in analyzing lifetime data. Different estimation procedures have been used to estimate the unknown parameter(s) and their performances are compared using Monte Carlo simulations. (C) 2004 Published by Elsevier B.V.
引用
收藏
页码：187 / 200
页数：14
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