Parameter estimation of area biased Rayleigh distribution
Arun Kumar Rao, Himanshu Pandey
Abstract
Arun Kumar Rao, Himanshu Pandey
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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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