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arXiv · 1709.00576

Inference of $R=P(Y<X)$ for two-parameter Rayleigh distribution based on progressively censored samples

Akram Kohansal·Saeid Rezakhah
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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 $R=P(Y<X)$ are obtained. Also the exact, asymptotic and bootstrap confidence intervals for $R$ are evaluated. Using Gibbs {sampling,} the Bayes estimator and corresponding credible interval for $R$ 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.

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Akram Kohansal, Saeid Rezakhah. 2017-09-02. Inference of $R=P(Y<X)$ for two-parameter Rayleigh distribution based on progressively censored samples. https://arxiv.org/abs/1709.00576

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