Title :
Best linear unbiased estimator of the Rayleigh scale parameter based on fairly large censored samples
Author_Institution :
Regina Univ., Sask., Canada
fDate :
6/1/1995 12:00:00 AM
Abstract :
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); and ranks, coefficients, variances, and relative s-efficiencies of the BLUE of a 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 a based on the same number of order statistics. As compared to maximum likelihood estimators (MLE) and approximate MLE, the s-efficiency of BLUE of ρ is very high. When estimating the parameter using only a few observations, the k-optimum BLUE of ρ is the only choice, as the MLE of ρ is not available. Therefore, these tables for coefficients of BLUE of ρ based on censored samples and few observations for moderately large samples, have many applications
Keywords :
failure analysis; parameter estimation; probability; reliability theory; statistical analysis; Rayleigh distribution; Rayleigh scale parameter; best linear unbiased estimator; coefficients; few order statistics; linear reliability estimation; minimum variance; observations; parameter estimates; relative s-efficiency; sample size; type II censored samples; Covariance matrix; Manufacturing; Maximum likelihood estimation; Parameter estimation; Reliability engineering; Statistical analysis; Statistical distributions; Statistics; Testing; Weibull distribution;
Journal_Title :
Reliability, IEEE Transactions on