2020International Journal of Statistics and Applied MathematicsOpen access

Parameter estimation of area biased Rayleigh distribution

Arun Kumar Rao, Himanshu Pandey

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Abstract

Area biased Rayleigh distribution is considered. The classical maximum likelihood estimator has been obtained. Bayesian method of estimation is employed in order to estimate the parameter of area biased Rayleigh distribution by using quasi and inverted gamma priors. In this paper, the Bayes estimators of the parameter have been obtained under squared error, precautionary and weighted loss functions.

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What this paper is about

Area biased Rayleigh distribution is considered. The classical maximum likelihood estimator has been obtained. Bayesian method of estimation is employed in order to estimate the parameter of area biased Rayleigh distribution by using quasi and inverted gamma priors. In this paper, the Bayes estimators of the parameter have been obtained under squared error, precautionary and weighted loss functions.

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Available abstract

Area biased Rayleigh distribution is considered. The classical maximum likelihood estimator has been obtained. Bayesian method of estimation is employed in order to estimate the parameter of area biased Rayleigh distribution by using quasi and inverted gamma priors. In this paper, the Bayes estimators of the parameter have been obtained under squared error, precautionary and weighted loss functions.

Key concepts: Rayleigh distribution, Prior probability, Estimator, Mathematics, Bayes estimator, Statistics, Inverse-gamma distribution, Bayes' theorem

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