Statistical Inference for the Parameter of Rayleigh Distribution Based on Progressively Typ e-I Interval Censored Sample

In this paper, the estimation of parameters based on a progressively type-I interval censored sample from a Rayleigh distribution is studied. Different methods of estimation are discussed. They include mid-point approximation estimator, the maximum likelihood estimator, moment estimator, Bayes estimator, sampling adjustment moment estimator, sampling adjustment maximum likelihood estimator and estimator based on percentile. The estimation procedures are discussed in details and compared via Monte Carlo simulations in terms of their biases.