Journal of Statistics Applications & Probability
Abstract
In this paper, maximum likelihood and Bayes estimators of the scale parameter, survival function and hazard rate function are obtained for the Rayleigh failure time distribution, when the life test is progressively first-failure censored. Bayes estimators have been developed using the standard Bayes method under square error and LINEX loss functions, using inverted gamma prior for the parameter. Asymptotic confidence intervals and two bootstrap confidence intervals for the parameter are also proposed. We give an example to illustrate our proposed methods. Results from simulation studies assessing the performance of our proposed method are included. The Bayes estimates are found to be, generally, better than the maximum likelihood estimates against the proposed prior, in the sense of having smaller mean square errors.
Suggested Reviewers
N/A
Digital Object Identifier (DOI)
http://dx.doi.org/10.12785/jsap/020210
Recommended Citation
A. Abou-Elheggag, Nasser
(2013)
"Estimation for Rayleigh Distribution Using Progressive First-Failure Censored Data,"
Journal of Statistics Applications & Probability: Vol. 2:
Iss.
2, Article 10.
DOI: http://dx.doi.org/10.12785/jsap/020210
Available at:
https://digitalcommons.aaru.edu.jo/jsap/vol2/iss2/10