Inference of $R=P(Y<X)$ for two-parameter Rayleigh distribution based on progressively censored samples
Applications
2017-09-05 v1
Abstract
Based on independent progressively Type-II censored samples from two-parameter Rayleigh distributions with the same location parameter but different scale parameters, the UMVUE and maximum likelihood estimator of are obtained. Also the exact, asymptotic and bootstrap confidence intervals for are evaluated. Using Gibbs {sampling,} the Bayes estimator and corresponding credible interval for are obtained too. Applying Monte Carlo {simulations,} we compare the performances of the different estimation methods. Finally we make use of simulated data and two real data sets to show the competitive performance of our method.
Keywords
Cite
@article{arxiv.1709.00576,
title = {Inference of $R=P(Y<X)$ for two-parameter Rayleigh distribution based on progressively censored samples},
author = {Akram Kohansal and Saeid Rezakhah},
journal= {arXiv preprint arXiv:1709.00576},
year = {2017}
}
Comments
20 pages