Asymptotically Best Linear Unbiased Estimation of the Rayleigh Parameter for Complete and Tail-Censored Samples

摘要

We present the asymptotically best linear unbiased estimator for the scale parameter of the Rayleigh distribution based on samples where there may be type 2 censoring in the tails. The coefficients of the estimator are expressible in simple closed forms. All that is needed is knowledge of the amount of censoring. The estimator has good efficiency even for samples as small as 5.