Exponential Transformed Inverse Rayleigh Distribution: Statistical Properties and Different Methods of Estimation

Two-Parameter Rayleigh Distribution: Different Methods of Estimation

In this paper we have considered different methods of estimation of the unknown parameters of a two-parameter Rayleigh distribution both from the frequentists and Bayesian view points. First we briefly describe different frequentists approaches, namely maximum likelihood estimators, moments estimators, L-moment estimators, percentile based estimators and least squares estimators, and compare th...

Shrinkage Estimation in the Inverse Rayleigh Distribution

Generalized Rayleigh distribution: different methods of estimations

Recently Surles and Padgett (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. Recently the authors (Raqab and Kundu; 2003) considered this distribution and discussed its different properties. In this paper, we...

Modified Inverse Rayleigh Distribution

A two parameter generalization of the Inverse Rayleigh distribution capable of modeling bathtub hazard rate function is defined and studied with application to reliability data. A comprehensive account of the mathematical properties of the modified Inverse Rayleigh distribution including estimation and simulation with its reliability behavior are discussed. An application is presented to illust...

Weighted Exponential Distribution: Different Methods of Estimations

The aim of this paper is to compare through Monte Carlo simulations the finite sample properties of the estimates of the parameters of the weighted exponential distribution obtained by five estimation methods: maximum likelihood, moments, L-moments, ordinary least-squares, and weighted least-squares. The bias and mean-squared error are used as the criterion for comparison. The simulation study ...