ESTIMATING THE PARAMETER k OF THE RAYLEIGH DISTRIBUTION FROM CENSORED SAMPLES.
SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS
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Let gx be the ratio of the ordinate and the probability integral for the Rayleigh distribution. That is, gx fxFx, where fx 2xkexp-x squaredk, x 0, k 0, and Fx the integral from 0 to x of ftdt. Tikus local approximation gx is approximately equal to alpha beta xthe square root of k is used to simplify the maximum likelihood equation for estimating k from a doubly censored sample from this population. The solution to the simplified maximum likelihood equation is the estimator for k, which is called k sub c. It is much easier to compute than the maximum likelihood estimator, since no iterative procedure is required. After the solution for k sub c is given, equations are developed for its bias and variance. Numerical comparisons are made among k sub c and other estimators for k. Author
- Statistics and Probability