2020DOAJ (DOAJ: Directory of Open Access Journals)Open access

Parameter estimation of p-dimensional Rayleigh distribution under weighted loss function

Arun Kumar Rao, Himanshu Pandey

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Abstract

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

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What this paper is about

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

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Available abstract

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

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

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