Estimation of the scale parameter of the Rayleigh distribution with multiply type-II censored sample. (English) Zbl 1183.62170
Summary: Based on a multiply type-II censored sample, the maximum likelihood estimator (MLE) and Bayes estimator for the scale parameter and the reliability function of the Rayleigh distribution are derived. However, since the MLE does not exist in explicit form, an approximate MLE, which is the maximizer of an approximate likelihood function, will be given. The comparisons among estimators are investigated through Monte Carlo simulations. An illustrative example with the real data concerning the 23 ball bearing in the life test is presented.
MSC:
| 62N02 | Estimation in survival analysis and censored data |
| 62N01 | Censored data models |
| 62F15 | Bayesian inference |
| 62F10 | Point estimation |
| 65C05 | Monte Carlo methods |
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