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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