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Efficient Estimation of the Density and Cumulative Distribution Function of the Generalized Rayleigh Distribution
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| M. Alizadeh1, F. Bagheri, M. M. Khaleghy Moghaddam |
| 1- , alizadeh_mojtaba_san@yahoo.com |
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Abstract: (5036 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 |
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| Keywords: Generalized Rayleigh distribution, maximum likelihood estimator, uniformly minimum variance unbiased estimator, percentile estimator, least squares estimator, weighted least squares estimator |
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Full-Text [PDF 275 kb]
(2824 Downloads)
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Type of Study: Research |
Subject:
General
Received: 2015/12/21 | Accepted: 2015/12/21 | Published: 2015/12/21
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