Improved parameter estimation in rayleigh model

Abstract

In this paper we describe and present results on the parameter point estimation for the scale and threshold parameters of the Rayleigh distribution. Five estimating methods have been investigated, namely, the maximum likelihood, the method of moment, the probability weighted moments method, the least square method and the least absolute deviation method. Modified maximum likelihood estimators for the parameters are also proposed. Simulation studies have shown that the modified likelihood estimator outperforms the estimators obtained with the other methods except in the case of very small samples.

Keywords

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Data

Language:	English
Year of publishing:	2006
Typology:	1.01 - Original Scientific Article
Organization:	UL FDV - Faculty of Social Sciences
Publisher:	Fakulteta za družbene vede
UDC:	303
COBISS:	25330781
ISSN:	1854-0023
Views:	239
Downloads:	44
Average score:	0 (0 votes)
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Other data

Secondary language:	Unknown
URN:	URN:NBN:SI
Type (COBISS):	Not categorized
Pages:	str. 63-74
Volume:	ǂVol. ǂ3
Issue:	ǂno. ǂ1
Chronology:	2006
Keywords (UDC):	social sciences;družbene vede;methods of the social sciences;metode družbenih ved;
ID:	40636