Preliminary Test Estimation in the Rayleigh Distribution Using Minimax Regret Significance Levels

Baklizi, Ayman (2004) Preliminary Test Estimation in the Rayleigh Distribution Using Minimax Regret Significance Levels. Pertanika Journal of Science & Technology, 12 (1). pp. 45-50. ISSN 0128-7680

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Abstract

Given a prior guess of the unknown parameter, the usual preliminary test estimator based on the maximum likelihood estimator for the Rayleigh scale parameter is developed. The optimal significance levels based on the minimax regret criterion and the corresponding critical values are numerically obtained.

Item Type:Article
Keyword:Maximum likelihood estimator, minimax regret criterion, preliminary test estimator, optimum significance levels, Rayleigh distribution
Publisher:Universiti Putra Malaysia Press
ID Code:3694
Deposited By: Nur Izyan Mohd Zaki
Deposited On:01 Dec 2009 01:57
Last Modified:27 May 2013 07:10

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