Statistical inference for the Rayleigh model based on progressively type-II censored data

Maximum likelihood and Bayes estimates for one and two parameters and the reliability function of the Rayleigh distribution are obtained on the basis of progressively type-II censored samples. The inverted gamma conjugate prior density is assumed for the one-parameter case, whereas the joint prior density of the two-parameter case is composed of the inverted gamma and the uniform densities. A comparison between the obtained estimators is made through a Monte Carlo simulation study.