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In this research paper, the estimation of the parameters of Inverse Rayleigh distribution is considered from lower record values by using three different methods. We used Lloyd’s Method, Gupta’s Method and Weiss (1961) Approximation to find the estimates of our proposed distribution. The comparisons between the performances of theses estimation methods, for location and scale parameters of Inverse Rayleigh distribution have been made in terms of relative efficiency by using both numerical and graphical way of presentation. Critical study is made on the Exact and approximate methods of estimation. An alternate best linear estimator gives very poor approximation in case of Inverse Rayleigh distribution. So approximate method known as Weiss’s method is used which gives high efficiency with Lloyd method. This is the method of estimating the single parameter only that is the scale parameter. But in this study we modified this method for estimating the location parameter also. These location and scale estimator are compared with the Lloyd method and concluded that in all cases efficiency is very high so this approximation is good as compared to Gupta’s method.

Analysis of Inverse Rayleigh Distribution based on Lower Record Values