On Reliability Estimation for the Rayleigh Distribution Based on Monte Carlo Simulation

A. Lec. Taha Anwar Taha

Abstract: This Research deals with estimation the reliability function of two-parameters Rayleigh distribution, using different estimation methods like, Maximum likelihood, Median-First Order Statistics, Ridge Regression, Modified Thompson-Type Shrinkage and Single Stage Shrinkage methods. Comparisons among the suggestion estimators were made using Monte Carlo Simulation based on statistical indicter mean squared error (MSE).

Keywords: The Rayleigh distribution, Maximum likelihood method, Median-First Order Statistics, Ridge regression, Modified Thompson, Shrinkage methods estimators, Mean squared error