2009•Unpublished venueRequires access

A Bayesian Analysis of Order Statistics from the Generalized Rayleigh Distribution

H. Al-Nachawati, S. E. Abu‐Youssef, Saudi Arabia

Abstract

The Bayes estimators for the parameter, reliability function of the generalized Rayleigh distribution are obtained. These estimators are obtained on the basis of square error and LINEX (linear-exponential) loss functions. Comparisons in terms of risks of those under squared error loss functions with Bayes estimators relative to square error loss function are given. Numerical and simulation examples are included.

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Key concepts: Rayleigh distribution, Mathematics, Estimator, Statistics, Mean squared error, Bayes' theorem, Bayes estimator, Exponential distribution