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2014•Applied Mechanics and MaterialsOpen access

E-Bayes Estimation of Rayleigh Distribution Parameter

Huan Bin Liu, Tong Yin, Cheng Wang

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Abstract

This paper provided the E-Bayes estimation and hierarchical Bayes estimation of Rayleigh distribution parameter under q-symmetric entropy loss function, when the prior distribution is Beta distribution, and the relation between E-Bayes estimation and hierarchical Bayes estimation was discussed. Numerical simulation shows that the results of these two types of estimation are close, and E-Bayes estimation is more convenient in terms of calculation complexity.

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What this paper is about

This paper provided the E-Bayes estimation and hierarchical Bayes estimation of Rayleigh distribution parameter under q-symmetric entropy loss function, when the prior distribution is Beta distribution, and the relation between E-Bayes estimation and hierarchical Bayes estimation was discussed. Numerical simulation shows that the results of these two types of estimation are close, and E-Bayes estimation is more convenient in terms of calculation complexity.

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Available abstract

This paper provided the E-Bayes estimation and hierarchical Bayes estimation of Rayleigh distribution parameter under q-symmetric entropy loss function, when the prior distribution is Beta distribution, and the relation between E-Bayes estimation and hierarchical Bayes estimation was discussed. Numerical simulation shows that the results of these two types of estimation are close, and E-Bayes estimation is more convenient in terms of calculation complexity.

Key concepts: Bayes' theorem, Bayes estimator, Bayes error rate, Rayleigh distribution, Bayes factor, Mathematics, Bayesian hierarchical modeling, Prior probability

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