This paper deals with the estimation of the scale parameter σ of doubly truncated and singly truncated Rayleigh distribution under the first failure-censored data (Balasooriya (1995)). It is known that the maximum likelihood method does not provide an explicit estimator for σ of the truncated Rayleigh distribution based on the first failure-censored data. Hence, we propose the approximate maximum likelihood method to derive explicit estimator of σ. A simulation study is carried out to compare this estimator and maximum likelihood estimator (MLE) in terms of the sample mean squared error.
Journal of information & optimization sciences 25(2), pp.221-235