Generalized Rayleigh Distribution

Properties of Estimators Johnson et al. () states “Estimation of parameters of gamma distribution has also received extensive attention in the literature in the last two decades. e contributions of Bowman and Shenton and of A.C. Cohen and his coworkers should be particularly mentioned. Bowman and Shenton () monograph provides detailed analysis of maximum likelihood estimators for two-parameter gamma distribution with emphasis on the shape parameter and presents valuable information on distributions and moments of these estimators, including their joint distributions. Careful discussion of estimation problems associated with the three-parameter gamma density is also presented.⋯⋯ e authors also deal with the moments of themoments estimators. e list of references in themonograph covers the development of the authors’ work on this area from  onward.” Cohen and Whitten () introduced mixed maximum likelihood approach, including the use of the smallest term of the sample; this approach avoids the di›culty that