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 :
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