A Comparison among Estimation Methods of Reliability Function for compound Rayleigh Distribution

Abstract

Rayleigh distribution is one of important distributions that used to describe phenomenon and analysis of failure times. Recently the compound distribution is used to generate new distributions that used to accurately describe practical situations.This paper used to derive new probability distribution from Rayleigh distribution and uniform distribution . The probability density distribution and the cumulative distribution functions are also derived. The maximum likelihood function and moment method and Bayes method were used to estimate the reliability function. Through simulation technique and using mean square error it is concluded that moment method was a superior method for all sample sizes and parameters values that are used.