Modified Maximum Likelihood estimation for Rayleigh distribution

被引:41
作者
Lalitha, S [1 ]
Mishra, A [1 ]
机构
[1] UNIV ALLAHABAD,ALLAHABAD 211002,UTTAR PRADESH,INDIA
关键词
asymptotic variance; hyperbolic approximation; left and right censoring; order statistics; outlier (s);
D O I
10.1080/03610929608831702
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For defining a Modified Maximum Likelihood Estimate of the scale parameter of Rayleigh distribution, a hyperbolic approximation is used instead of linear approximation for a function which appears in the Maximum Likelihood equation. This estimate is shown to perform better, in the sense of accuracy and simplicity of calculation, than the one based on linear approximation for the same function. Also the estimate of the scale parameter obtained is shown to be asymptotically unbiased. Numerical computation for random samples of different sizes from Rayleigh distribution, using type II censoring is done and is shown to be better than that obtained by Lee et al. (1980).
引用
收藏
页码:389 / 401
页数:13
相关论文
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