Comparison of Negative Moment Estimator with Maximum Likelihood Estimator of Inverse Rayleigh Distribution

Muhammad Mohsin, Muhammad Qaiser Shahbaz

Abstract


In this paper, method of negative moments has been used to estimate the parameter of Inverse Rayleigh Distribution. The asymptotic variance to the parameter estimates has been obtained. A comparison have been made between the variance of Maximum Likelihood Estimate and the variance of negative moment of first order for Inverse Rayleigh Distribution.

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DOI: http://dx.doi.org/10.18187/pjsor.v1i1.115

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Title

Comparison of Negative Moment Estimator with Maximum Likelihood Estimator of Inverse Rayleigh Distribution

Keywords

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Description

In this paper, method of negative moments has been used to estimate the parameter of Inverse Rayleigh Distribution. The asymptotic variance to the parameter estimates has been obtained. A comparison have been made between the variance of Maximum Likelihood Estimate and the variance of negative moment of first order for Inverse Rayleigh Distribution.

Date

2005-07-01

Identifier


Source

Pakistan Journal of Statistics and Operation Research; Vol 1. No. 1, July 2005



Print ISSN: 1816-2711 | Electronic ISSN: 2220-5810