An Estimation of the Entropy for a Rayleigh Distribution Based on Doubly-Generalized Type-II Hybrid Censored Samples

Autor: Youngseuk Cho, Hokeun Sun, Kyeongjun Lee
Jazyk: angličtina
Rok vydání: 2014
Předmět:
Zdroj: Entropy, Vol 16, Iss 7, Pp 3655-3669 (2014)
Druh dokumentu: article
ISSN: 1099-4300
DOI: 10.3390/e16073655
Popis: In this paper, based on a doubly generalized Type II censored sample, the maximum likelihood estimators (MLEs), the approximate MLE and the Bayes estimator for the entropy of the Rayleigh distribution are derived. We compare the entropy estimators’ root mean squared error (RMSE), bias and Kullback–Leibler divergence values. The simulation procedure is repeated 10,000 times for the sample size n = 10, 20, 40 and 100 and various doubly generalized Type II hybrid censoring schemes. Finally, a real data set has been analyzed for illustrative purposes.
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