Pivotal inference for the inverse Rayleigh distribution based on general progressively Type-II censored samples

Yanbin Ma and Wenhao Gui

Journal of Applied Statistics, 2019, vol. 46, issue 5, 771-797

Abstract: In this paper, we consider the problem of estimating the scale parameter of the inverse Rayleigh distribution based on general progressively Type-II censored samples and progressively Type-II censored samples. The pivotal quantity method is used to derive the estimator of the scale parameter. Besides, considering that the maximum likelihood estimator is tough to obtain for this distribution, we derive an explicit estimator of the scale parameter by approximating the likelihood equation with Taylor expansion. The interval estimation is also studied based on pivotal inference. Then we conduct Monte Carlo simulations and compare the performance of different estimators. We demonstrate that the pivotal inference is simpler and more effective. The further application of the pivotal quantity method is also discussed theoretically. Finally, two real data sets are analyzed using our methods.

Date: 2019
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DOI: 10.1080/02664763.2018.1511773

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