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
Link To Document