Statistical inference for the Rayleigh model based on progressively type-II censored data

Maximum likelihood and Bayes estimates for one and two parameters and the reliability function of the Rayleigh distribution are obtained on the basis of progressively type-II censored samples. The inverted gamma conjugate prior density is assumed for the one-parameter case, whereas the joint prior d...

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Bibliographic Details
Published inStatistics (Berlin, DDR) Vol. 40; no. 2; pp. 149 - 157
Main Authors Ali Mousa, M. A. M., Al-sagheer, S. A.
Format Journal Article
LanguageEnglish
Published Taylor & Francis 01.04.2006
Subjects
Bayesian estimation
Monte Carlo simulation
Progressively type-II censoring
Rayleigh distribution
Uniform distribution
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Summary:Maximum likelihood and Bayes estimates for one and two parameters and the reliability function of the Rayleigh distribution are obtained on the basis of progressively type-II censored samples. The inverted gamma conjugate prior density is assumed for the one-parameter case, whereas the joint prior density of the two-parameter case is composed of the inverted gamma and the uniform densities. A comparison between the obtained estimators is made through a Monte Carlo simulation study.
ISSN:0233-1888
1029-4910
DOI:10.1080/02331880500520714