Two-Parameter Rayleigh Distribution: Different Methods of Estimation
نویسندگان
چکیده
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 them using extensive numerical simulations. We have also considered Bayesian inferences of the unknown parameters. It is observed that the Bayes estimates and the associated credible intervals cannot be obtained in explicit forms, and we have suggested to use importance sampling technique to compute the Bayes estimates and the associated credible intervals. We analyze one data set for illustrative purposes.
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