Estimation of the Rayleigh Distribution Parameter
摘要
This paper proposes an approach for estimating the scale parameter of a Rayleigh distribution, the technique is to minimize a goal function using a differential method. The proposed method estimates the scale parameter by increasing the parameter dimensional space of the original function. Two data sets one simulated and the other real data, are used to asses the performance of the proposed difference least-squares method (DLSM). Graphical presentations are also used to compare the DLSM and the maximum likelihood method (MLM) on real data. It is shown that the proposed DLSM works well when the sample size is n >15. Since the DLSM uses non trivial assumptions on the data, it is recommended to substitute the current approaches used in estimating the scale parameter of a Rayleigh distribution.