Published January 1, 2018 | Version v1
Journal article Open

Parameter estimation of generalized Rayleigh distribution based on ranked set sample

  • 1. Dokuz Eylul Univ, Grad Sch Nat & Appl Sci, Tinaztepe Campus, TR-35160 Izmir, Turkey
  • 2. Dokuz Eylul Univ, Fac Sci, Dept Stat, Izmir, Turkey

Description

Ranked set sampling (RSS) is an efficient method for estimating parameters when exact measurement of observation is difficult and/or expensive. In this paper, we provide maximum likelihood estimation of the shape and scale parameters concerning generalized Rayleigh distribution based on RSS and its some modifications. We compare the biases, mean squared errors and relative efficiencies of estimators in simple random sampling, RSS, extreme RSS and median RSS with different set and cycle sizes. Comparison of the mean squared errors of estimators in RSS for the case of imperfect ranking are also given. Monte Carlo simulation study is performed by using Mathematica 11.0 with 10,000 repetitions.

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