BEST LINEAR UNBIASED ESTIMATOR OF THE RAYLEIGH SCALE PARAMETER BASED ON FAIRLY LARGE CENSORED SAMPLES

This paper tabulates: coefficients and relative s-efficiency of the best linear unbiased estimator (BLUE) of the scale parameter of the Rayleigh distribution for type II censored samples of size N = 20(5)40, r = 0(1)4 (number of observations censored from the left) and s = 0(1)4 (number of observations censored from the right); ranks, coefficients, variances, and relative s-efficiencies of the BLUE of sigma based on a selected few order statistics (k) for sample size N = 20(1)40 and k = 2(1)4. These estimators have the minimum variance among the BLUE of sigma based on the same number of order statistics. As compared to maximum likelihood estimators (MLE) and approximate MLE, the s-efficiency of BLUE of sigma is very high. When estimating the parameter using only a few observations, the k-optimum BLUE of sigma is the only choice, as the MLE of sigma is not available. Therefore, these tables for coefficients of BLUE of sigma based on censored samples and few observations for moderately large samples, have many applications,