Estimating a Skewed Parameter and Reliability in a Skew-Symmetric Double Rayleigh Distribution

  • Son, Hee-Ju (Department of Statistics, Yeungnam University) ;
  • Woo, Jung-Soo (Department of Statistics, Yeungnam University)
  • 발행 : 2007.11.30

초록

We define a skew-symmetric double Rayleigh distribution by a symmetric double Rayleigh distribution, and derive an approximate maximum likelihood estimator(AML) and a moment estimator(MME) of a skewed parameter in a skew-symmetric double Rayleigh distribution, and hence compare simulated mean squared errors of those two estimators. We also compare simulated mean squared errors of two proposed estimators of reliability in two independent skew-symmetric double Rayleigh distributions.

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