Improved parameter estimation in rayleigh model

Mahdi, Smail (author)

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.

• Language: English
• Work type: Not categorized
• Typology: 1.01 - Original Scientific Article
• Organization: FDV - Faculty of Social Sciences
• Year: 2006
• Number of pages: Str. 63-74
• Numbering: Vol. 3, no. 1
• PID: 20.500.12556/RUL-8442
• UDC: 303
• ISSN on article: 1854-0023
• COBISS.SI-ID: 25330781
• Publication date in RUL: 11.07.2014

MAHDI, Smail, 2006, Improved parameter estimation in rayleigh model. Advances in methodology and statistics [online]. 2006. Vol. 3, no. 1, p. 63–74. [Accessed 23 June 2025]. Retrieved from: http://mrvar.fdv.uni-lj.si/pub/mz/mz3.1/mahdi.pdf

Record is a part of a journal

• Title: Advances in methodology and statistics
• Shortened title: Metodol. zv.
• Publisher: Fakulteta za družbene vede
• ISSN: 1854-0023
• COBISS.SI-ID: 215795712