Generalized Rayleigh distribution: different methods of estimations

Recently, Surles and Padgett (Lifetime Data Anal., 187-200, 7, 2001) introduced two-parameter Burr Type X distribution, which can also be described as generalized Rayleigh distribution. It is observed that this particular skewed distribution can be used quite effectively in analyzing lifetime data. Different estimation procedures have been used to estimate the unknown parameter(s) and their performances are compared using Monte Carlo simulations.

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