Abstract

This paper addresses the estimation of the parameter of Rayleigh distribution using different methods of frequentist and Bayesian estimation approaches based on different sampling schemes namely, simple random sample, ranked set sample, modified ranked set sample and median ranked set sample. Comparison between estimators is made through simulation via their biases, relative efficiency, and Pitman measures of closeness criteria under both perfect and imperfect ranking. The performance of the estimators based on ranked set sample and median ranked set sample are better than the other estimators based on simple random sample and also modified ranked set sample.

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