Best linear unbiased estimator of the Rayleigh scale parameter based on fairly large censored samples

Abstract

This paper tabulates: coefficients and relative s-efficiency of the best linear unbiased estimator (BLUE) of the scale parameter of the Rayleigh distribution for type II censored samples of size N=20(5)40, r=0(1)4 (number of observations censored from the left) and s=0(1)4 (number of observations censored from the right); and ranks, coefficients, variances, and relative s-efficiencies of the BLUE of a based on a selected few order statistics (k) for sample size N=20(1)40 and k=2(1)4. These estimators have the minimum variance among the BLUE of a based on the same number of order statistics. As compared to maximum likelihood estimators (MLE) and approximate MLE, the s-efficiency of BLUE of /spl rho/ is very high. When estimating the parameter using only a few observations, the k-optimum BLUE of /spl rho/ is the only choice, as the MLE of /spl rho/ is not available. Therefore, these tables for coefficients of BLUE of /spl rho/ based on censored samples and few observations for moderately large samples, have many applications. >