A Comparison for Some of the Estimators of Rayleigh Distribution with Simulation

Abstract

In this paper , we use some statistical estimation methods to estimate the an unknown parameter of Rayleigh distribution to Know which is the best (the method that has less error).Bytaking maximum likelihood estimation , Bayes estimation , shrinkage estimation , and Bayesian shrinkage estimation . After then we applied the results in simulation study to compare these results , and obtain which method is the best .