Approximate MLE of the scale parameter of the truncated Rayleigh distribution under the first failurecensored data

機構典藏 > College of Business and Management > Graduate Institute & Department of Statistics > Journal Article > Item 987654321/20711

Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/20711

Title:	Approximate MLE of the scale parameter of the truncated Rayleigh distribution under the first failurecensored data
Authors:	吳忠武;Wu, Jong-wuu;Hung, Wen-liang;Chen, Ching-yi
Contributors:	淡江大學統計學系
Keywords:	Approximate maximum likelihood estimator;truncated distribution;scale parameter;failure-censored;Monte Carlo method
Date:	2004-05-01
Issue Date:	2009-11-30 12:57:23 (UTC+8)
Publisher:	Analytic Publishing Co
Abstract:	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.
Relation:	Journal of information & optimization sciences 25(2), pp.221-235
Appears in Collections:	[Graduate Institute & Department of Statistics] Journal Article

Files in This Item:

File	Description	Size	Format
		0Kb	Unknown	404	View/Open
index.html		0Kb	HTML	104	View/Open