Asymptotically Best Linear Unbiased Estimation of the Rayleigh Parameter for Complete and Tail-Censored Samples

Asymptotically Best Linear Unbiased Estimation of the Rayleigh Parameter for Complete and Tail-Censored Samples

We present the asymptotically best linear unbiased estimator for the scale parameter of the Rayleigh distribution based on samples where there may be type 2 censoring in the tails. The coefficients of the estimator are expressible in simple closed forms. All that is needed is knowledge of the amount...

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Veröffentlicht in:IEEE transactions on reliability 1975-06, Vol.R-24 (2), p.156-157
Hauptverfasser: D'Agostino, Ralph B., Lee, Austin F.S.
Format: Artikel
Sprache:eng
Schlagworte:
Probability distribution
Statistical distributions
Statistics
Tail
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Zusammenfassung:We present the asymptotically best linear unbiased estimator for the scale parameter of the Rayleigh distribution based on samples where there may be type 2 censoring in the tails. The coefficients of the estimator are expressible in simple closed forms. All that is needed is knowledge of the amount of censoring. The estimator has good efficiency even for samples as small as 5.
ISSN:0018-9529
1558-1721
DOI:10.1109/TR.1975.5215125