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Suggested method of Location & Scale parameters estimates for Rayleigh distribution according to the expected value of the standardized order statistics by Simulation | ||
| AL-TAQANI | ||
| Article 1, Volume 23, Issue 6, 2010, Pages 101-114 | ||
| Abstract | ||
| This research aimed to comparison the properties of the expected value of the standardized order statistics estimators of Rayleigh distribution ( suggestion method ) according to several indicators such that , correlation coefficient ( r ) , determination coefficient ( r2 ) , regression analysis of variance statistic ( F ) and the two indicators mean square errors ( MSE ) & mean percentile errors ( MPE ) with properties of the least square estimator ( OLS ) through different samples sizes by simulation technique The empirical results showed highly grade of coincidences among the results of using ( OLS ) & with the two types of the Expected value of the Standardized order statistics methods by using the following formula : The research aimed also new suggestion for an expected value of the Standardized order statistics formula as follows : Accordance to the obvious , the differentiation process in the empirical view were done by several indicators , such that ( correlation coefficient , determination coefficient , analysis of variance statistic for regression , mean square error , mean percentile error ) with different sample sizes ( 10 , 50 , 100 ) by using simulation . The empirical results showed highly grade of coincidences among the results of applying the suggested formula , in addition to that the accuracy recorded highly grade with the location and scale parameters estimates in the cases of dealing with small sample size & approximated there results with results of the studied method by their formulas with increasing sample sizes , which is for the first time as far ( as we know ) . | ||
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