Improved parameter estimation in rayleigh model

Mahdi, Smail (avtor)

In this paper we describe and present results on the parameter point estimation for the scale and threshold parameters of the Rayleigh distribution. Five estimating methods have been investigated, namely, the maximum likelihood, the method of moment, the probability weighted moments method, the least square method and the least absolute deviation method. Modified maximum likelihood estimators for the parameters are also proposed. Simulation studies have shown that the modified likelihood estimator outperforms the estimators obtained with the other methods except in the case of very small samples.

• Jezik: Angleški jezik
• Vrsta gradiva: Delo ni kategorizirano
• Tipologija: 1.01 - Izvirni znanstveni članek
• Organizacija: FDV - Fakulteta za družbene vede
• Leto izida: 2006
• Št. strani: Str. 63-74
• Številčenje: Vol. 3, no. 1
• PID: 20.500.12556/RUL-8442
• UDK: 303
• ISSN pri članku: 1854-0023
• COBISS.SI-ID: 25330781
• Datum objave v RUL: 11.07.2014

Gradivo je del revije

• Naslov: Advances in methodology and statistics
• Skrajšan naslov: Metodol. zv.
• Založnik: Fakulteta za družbene vede
• ISSN: 1854-0023
• COBISS.SI-ID: 215795712