Parameters and Reliability Estimation for Transmuted Rayleigh Distribution

Abstract

Some estimators were used to estimate parameters and reliability function of the Transmuted Rayleigh (TR) distribution , namely, moments (MOM) and modified moments(MM), least squares (LS), weighted least squares (WLS), new white (NW), and the maximum likelihood Estimation (MLE), where the simulation method was used to generate the required data, where a sample size (n = 10, 50 and 100), repeated sample (N = 1000) and the real value of the parameters for four experiments. The obtained results were compared by mean square error. In general, the results showed that both the of MLE and MOM are the best in estimating scale parameter, but in estimating the transmuted parameter, MLE is the best, and in estimating reliability function, the NW is the better than the rest of the methods.

Keywords

• transmuted rayleigh distribution
• estimation methods
• simulation
• mean square error