OPTIMUM INTERVAL ESTIMATION FOR THE LARGEST SCALE PARAMETER

1971 ◽  
pp. 477-478 ◽  
Author(s):  
K.M. Lai Saxena ◽  
Yung Liang Tong
Keyword(s):  
Scale Parameter ◽  
Interval Estimation ◽  
Optimum Interval

scholarly journals Sequential point and interval estimation of scale parameter of exponential distribution

1995 ◽  
Vol 18 (2) ◽  
pp. 383-390
Author(s):  
Z. Govindarajulu
Keyword(s):  
Exponential Distribution ◽  
Scale Parameter ◽  
Stopping Time ◽  
Interval Estimation ◽  
Location Parameter ◽  
Exact Expression ◽  
Point Estimation ◽  
Quadratic Loss ◽  
Negative Exponential Distribution ◽  
Negative Exponential

Sequential fixed-width confidence intervals are obtained for the scale parameterσwhen the location parameterθof the negative exponential distribution is unknown. Exact expressions for the stopping time and the confidence coefficient associated with the sequential fixed-width interval are derived. Also derived is the exact expression for the stopping time of sequential point estimation with quadratic loss and linear cost. These are numerically evaluated for certain nominal confidence coefficients, widths of the interval and cost functions, and are compared with the second order asymptotic expressions.

scholarly journals Estimation of the Rayleigh Distribution under Unified Hybrid Censoring

2021 ◽  
Vol 50 (1) ◽  
pp. 59-73
Author(s):  
Young Eun Jeon ◽  
Suk-Bok Kang
Keyword(s):  
Posterior Distribution ◽  
Mean Squared Error ◽  
Scale Parameter ◽  
Interval Estimation ◽  
Credible Interval ◽  
Rayleigh Distribution ◽  
Bayes Estimator ◽  
Hybrid Censoring ◽  
The Mean ◽  
Censoring Scheme

We derive some estimators of the scale parameter of the Rayleigh distribution under the unified hybrid censoring scheme. We also derive some estimators of the reliability function and the entropy of the Rayleigh distribution. First, we obtain the maximum likelihood estimator of the scale parameter. Second, we obtain the Bayes estimator using the mean of the posterior distribution. Lastly, we obtain the Bayes estimator using the mode of the posterior distribution. We also derive the interval estimation (confidence interval, credible interval, and HPD credible interval) for the scale parameter under the unified hybrid censoring scheme. We compare the proposed estimators in the sense of the mean squared error through Monte Carlo simulation. Coverage probability and average lengths of 95 % and 90% intervals are obtained.

scholarly journals Multistage Estimation of the Scale Parameter of Rayleigh Distribution with Simulation

Symmetry ◽  
2020 ◽  
Vol 12 (11) ◽  
pp. 1925 ◽  
Author(s):  
Ali Yousef ◽  
Emad E. H. Hassan ◽  
Ayman A. Amin ◽  
Hosny I. Hamdy
Keyword(s):  
Confidence Interval ◽  
Scale Parameter ◽  
Sequential Sampling ◽  
Interval Estimation ◽  
Rayleigh Distribution ◽  
Sampling Procedure ◽  
Optimal Decision ◽  
Large Sample Size ◽  
Asymptotic Results ◽  
Confidence Interval Estimation

This paper discusses the sequential estimation of the scale parameter of the Rayleigh distribution using the three-stage sequential sampling procedure proposed by Hall (Ann. Stat.1981, 9, 1229–1238). Both point and confidence interval estimation are considered via a unified optimal decision framework, which enables one to make the maximum use of the available data and, at the same time, reduces the number of sampling operations by using bulk samples. The asymptotic characteristics of the proposed sampling procedure are fully discussed for both point and confidence interval estimation. Since the results are asymptotic, Monte Carlo simulation studies are conducted to provide the feel of small, moderate, and large sample size performance in typical situations using the Microsoft Developer Studio software. The procedure enjoys several interesting asymptotic characteristics illustrated by the asymptotic results and supported by simulation.

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