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Generalized Rayleigh distribution: different methods of estimations
Journal article   Peer reviewed

Generalized Rayleigh distribution: different methods of estimations

Debasis Kundu and Mohammad Z. Raqab
Computational statistics & data analysis, Vol.49(1), pp.187-200
15/04/2005
DOI: https://doi.org/10.1016/j.csda.2004.05.008

Abstract

Asymptotic distribution Fisher information matrix L-moment estimators Least-squares estimators Maximum likelihood estimators Modified moment estimators Order statistics Percentile-based estimator
Recently, Surles and Padgett (Lifetime Data Anal., 187–200, 7, 2001) introduced two-parameter Burr Type X distribution, which can also be described as generalized Rayleigh distribution. It is observed that this particular skewed distribution can be used quite effectively in analyzing lifetime data. Different estimation procedures have been used to estimate the unknown parameter(s) and their performances are compared using Monte Carlo simulations.

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