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Generalized Rayleigh distribution: different methods of estimations. (English) Zbl 1429.62449
Summary: Recently, J. G. Surles and W. J. Padgett [Lifetime Data Anal. 7, No. 2, 187–200, (2001; Zbl 0984.62082)] introduced two-parameter Burr Type X distribution, which can also be described as generalized Rayleigh distribution. It is observed that this particular skewed distribution can be used quite effectively in analyzing lifetime data. Different estimation procedures have been used to estimate the unknown parameter(s) and their performances are compared using Monte Carlo simulations.

MSC:
62N05 Reliability and life testing
62E10 Characterization and structure theory of statistical distributions
62G30 Order statistics; empirical distribution functions
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