Comparison between five estimation methods for reliability function of weighted Rayleigh distribution by using simulation

Abstract

The Rayleigh distribution and the distribution weighted are most important distributions used in the analysis of data modeling lifelong,  in this paper we derive the  weighted  Rayleigh  distribution  (WRD)  with estimation of its reliability using five methods are  (mle , mom, jackknife , Bayes by using Jeffery information) . we compare  between these methods by ( MSE), using program (MATLAB 2011a), results will be displayed in tables especially for the purpose of to facilitate the comparison.

Keywords: Bayes Estimation, weighted distribution, Rayleigh distribution, Extension of Jeffery prior information, Maximum likelihood estimates .