Estimation of the Rayleigh distribution parameters with presence of k outliers generated from Gamma distribution

Scientific Research and Essays

Afshin Ghanizadeh¹ 

关键词:  ;    Rayleigh distribution;    mixture estimators;    outliers;    Newton-Raphson method.;   

DOI  :  10.5897/SRE12.335

学科分类：社会科学、人文和艺术（综合）

来源: Academic Journals

【 摘 要 】

The moment, maximum likelihood and mixture of the estimators of parameters of the Rayleigh distribution are derived with presence of k outliers generated from Gamma distribution. These estimators are compared empirically when all the parameters are unknown; their Bias and MSE are investigated with the help of numerical technique. We have shown that these estimators are asymptotically unbiased. At the end, we conclude that mixture estimators are better than the maximum likelihood and moment estimators.

【 授权许可】

CC BY