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:: Volume 10, Issue 1 (9-2013) ::
JSRI 2013, 10(1): 1-22 Back to browse issues page
Efficient Estimation of the Density and Cumulative Distribution Function of the Generalized Rayleigh Distribution
M. Alizadeh * , F. Bagheri S., M. M. Khaleghy Moghaddam
, alizadeh_mojtaba_san@yahoo.com
Abstract:   (2808 Views)

The uniformly minimum variance unbiased (UMVU), maximum likelihood, percentile (PC), least squares (LS) and weighted least squares (WLS) estimators of the probability density function (pdf) and cumulative distribution function are derived for the generalized Rayleigh distribution. This model can be used quite effectively in modelling strength data and also modeling general lifetime data. It has been shown that MLE is better than UMVUE and UMVUE is better than the others. An application to waiting times (min) of 100 bank customers

Keywords: Generalized Rayleigh distribution, maximum likelihood estimator, uniformly minimum variance unbiased estimator, percentile estimator, least squares estimator, weighted least squares estimator
Full-Text [PDF 275 kb]   (1089 Downloads)    
Type of Study: Research | Subject: General
Received: 2015/12/21 | Accepted: 2015/12/21 | Published: 2015/12/21
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Alizadeh M, Bagheri F, M. Khaleghy Moghaddam M. Efficient Estimation of the Density and Cumulative Distribution Function of the Generalized Rayleigh Distribution . JSRI. 2013; 10 (1) :1-22
URL: http://jsri.srtc.ac.ir/article-1-53-en.html


Volume 10, Issue 1 (9-2013) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران (علمی - پژوهشی) Journal of Statistical Research of Iran JSRI
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