2015Research Journal of Applied Sciences Engineering and TechnologyOpen access

Bayes Estimation for Inverse Rayleigh Model under Different Loss Functions

Guobing Fan

Open full text 8 citations

Abstract

The inverse Rayleigh distribution plays an important role in life test and reliability domain. The aim of this article is study the Bayes estimation of parameter of inverse Rayleigh distribution. Bayes estimators are obtained under squared error loss, LINEX loss and entropy loss functions on the basis of quasi-prior distribution. Comparisons in terms of risks with the estimators of parameter under three loss functions are also studied. Finally, a numerical example is used to illustrate the results.

About this research paper

What this paper is about

The inverse Rayleigh distribution plays an important role in life test and reliability domain. The aim of this article is study the Bayes estimation of parameter of inverse Rayleigh distribution. Bayes estimators are obtained under squared error loss, LINEX loss and entropy loss functions on the basis of quasi-prior distribution. Comparisons in terms of risks with the estimators of parameter under three loss functions are also studied. Finally, a numerical example is used to illustrate the results.

Why it matters

OpenAlex reports 8 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

The inverse Rayleigh distribution plays an important role in life test and reliability domain. The aim of this article is study the Bayes estimation of parameter of inverse Rayleigh distribution. Bayes estimators are obtained under squared error loss, LINEX loss and entropy loss functions on the basis of quasi-prior distribution. Comparisons in terms of risks with the estimators of parameter under three loss functions are also studied. Finally, a numerical example is used to illustrate the results.

Key concepts: Rayleigh distribution, Estimator, Bayes' theorem, Mathematics, Statistics, Prior probability, Bayes error rate, Inverse

Related papers

Back to paper searchBrowse research topicsOriginal source
Bayes Estimation for Inverse Rayleigh Model under Different Loss Functions — Research Paper | ScholarLens