• DocumentCode
    1024303
  • Title

    Approximate MLE of the scale parameter of the Rayleigh distribution with censoring

  • Author

    Balakrishnan, N.

  • Author_Institution
    McMaster Univ., Hamilton, Ont., Canada
  • Volume
    38
  • Issue
    3
  • fYear
    1989
  • fDate
    8/1/1989 12:00:00 AM
  • Firstpage
    355
  • Lastpage
    357
  • Abstract
    For the Rayleigh distribution, the maximum-likelihood method does not provide an explicit estimator for the scale parameter for left-censored samples; however, such censored samples arise quite often in practice. The author provides a simple method of deriving explicit estimators by approximating the likelihood function and obtains the asymptotic variance of this estimator. He shows that this estimator is as efficient as the best linear unbiased estimator. An example is given to illustrate this method
  • Keywords
    parameter estimation; statistical analysis; MLE; Rayleigh distribution; approximate maximum likelihood estimation; asymptotic variance; censoring; explicit estimators; left-censored samples; scale parameter; Computational modeling; Equations; Logistics; Manufacturing; Maximum likelihood estimation; Statistical distributions; Taylor series; Testing; Weibull distribution;
  • fLanguage
    English
  • Journal_Title
    Reliability, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9529
  • Type

    jour

  • DOI
    10.1109/24.44181
  • Filename
    44181