Title :
Approximate MLE of the scale parameter of the Rayleigh distribution with censoring
Author :
Balakrishnan, N.
Author_Institution :
McMaster Univ., Hamilton, Ont., Canada
fDate :
8/1/1989 12:00:00 AM
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;
Journal_Title :
Reliability, IEEE Transactions on