Comparison of Negative Moment Estimator with Maximum Likelihood Estimator of Inverse Rayleigh Distribution

被引：10

作者：

Mohsin, Muhammad ^{[1
]}

Shahbaz, Muhammad Qaiser ^{[2
]}

机构：

[1] COMSATS Inst Informat Technol, Dept Math Sci, Lahore, Pakistan

[2] Govt Coll Univ, Dept Stat, Lahore, Pakistan

来源：

PAKISTAN JOURNAL OF STATISTICS AND OPERATION RESEARCH | 2005年 / 1卷 / 01期

关键词：

Reliability; Negative Moment; Maximum Likelihood Estimator;

D O I：

10.18187/pjsor.v1i1.115

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：

In this paper, method of negative moments has been used to estimate the parameter of Inverse Rayleigh Distribution. The asymptotic variance to the parameter estimates has been obtained. A comparison have been made between the variance of Maximum Likelihood Estimate and the variance of negative moment of first order for Inverse Rayleigh Distribution.

引用

页码：45 / 48

页数：4