Estimation of the scale parameter of the Rayleigh distribution with multiply type-II censored sample

被引：7

作者：

Kim, Chansoo ^{[1
]}

Han, Keunhee ^{[1
]}

机构：

[1] Kongju Natl Univ, Dept Appl Math, Gongju, South Korea

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2009年 / 79卷 / 08期

关键词：

approximate MLE; Bayes estimation; Rayleigh distribution; multiply type-II censoring; BAYESIAN-INFERENCE;

D O I：

10.1080/00949650802072674

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Based on a multiply type-II censored sample, the maximum likelihood estimator (MLE) and Bayes estimator for the scale parameter and the reliability function of the Rayleigh distribution are derived. However, since the MLE does not exist an explicit form, an approximate MLE which is the maximizer of an approximate likelihood function will be given. The comparisons among estimators are investigated through Monte Carlo simulations. An illustrative example with the real data concerning the 23 ball bearing in the life test is presented.

引用

页码：965 / 976

页数：12

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