COMPARISON OF ESTIMATORS OF PARAMETERS FOR THE RAYLEIGH DISTRIBUTION
by Eldesoky E. Afify.
Abstract:
This paper is concerned with estimation of parameters of Rayleigh
distribution of two Parameters. We use the least squares method (LS),
relative least squares method (RELS.), least absolute deviation (LAD), ridge
regression (RR) and robust ridge regression (RRR), moment (ME) and modified
moment estimators (MME) for estimating the two parameter Rayleigh
distribution. To compare between different methods of estimation, we use the
total deviations (TD), mean squared error (MSE) and probability plot
correlation (R2 ). Numerical examples are worked out.
Key Words:
Rayleigh distribution, least squares method, relative least
squares, least absolute deviations, ridge regression, robust ridge
regression, moment estimators, total deviations, mean squared errors,
correlation coefficient
Author:
Eldesoky E. Afify, eldesoky@yahoo.com
Editor:
Meintanis, Simos, G.,Simosmei@upatras.gr
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