Bayesian Generalized Self Method to Estimate Scale Parameter of Invers Rayleigh Distribution

The purposes of this study are to estimate the scale parameter of Invers Rayleigh distribution under MLE and Bayesian Generalized square error loss function (SELF). The posterior distribution is considered to use two types of prior, namely Jeffrey’s prior and exponential distribution. The proposed m...

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Main Authors: Ferra Yanuar, Rahmi Febriyuni, Izzati Rahmi HG
Format: Article
Language:English
Published: Mathematics Department UIN Maulana Malik Ibrahim Malang 2021-05-01
Series:Cauchy: Jurnal Matematika Murni dan Aplikasi
Online Access:https://ejournal.uin-malang.ac.id/index.php/Math/article/view/11482
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author Ferra Yanuar
Rahmi Febriyuni
Izzati Rahmi HG
author_facet Ferra Yanuar
Rahmi Febriyuni
Izzati Rahmi HG
author_sort Ferra Yanuar
collection DOAJ
description The purposes of this study are to estimate the scale parameter of Invers Rayleigh distribution under MLE and Bayesian Generalized square error loss function (SELF). The posterior distribution is considered to use two types of prior, namely Jeffrey’s prior and exponential distribution. The proposed methods are then employed in the real data. Several criteria for the selection model are considered in order to identify the method which results in a suitable value of parameter estimated. This study found that Bayesian Generalized SELF under Jeffrey’s prior yielded better estimation values that MLE and Bayesian Generalized SELF under exponential distribution.
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spelling doaj.art-038d1e711d1842b79323a418ef6ff5c42022-12-22T03:26:27ZengMathematics Department UIN Maulana Malik Ibrahim MalangCauchy: Jurnal Matematika Murni dan Aplikasi2086-03822477-33442021-05-016427027810.18860/ca.v6i4.114825641Bayesian Generalized Self Method to Estimate Scale Parameter of Invers Rayleigh DistributionFerra Yanuar0Rahmi FebriyuniIzzati Rahmi HGAndalas UniversityThe purposes of this study are to estimate the scale parameter of Invers Rayleigh distribution under MLE and Bayesian Generalized square error loss function (SELF). The posterior distribution is considered to use two types of prior, namely Jeffrey’s prior and exponential distribution. The proposed methods are then employed in the real data. Several criteria for the selection model are considered in order to identify the method which results in a suitable value of parameter estimated. This study found that Bayesian Generalized SELF under Jeffrey’s prior yielded better estimation values that MLE and Bayesian Generalized SELF under exponential distribution.https://ejournal.uin-malang.ac.id/index.php/Math/article/view/11482
spellingShingle Ferra Yanuar
Rahmi Febriyuni
Izzati Rahmi HG
Bayesian Generalized Self Method to Estimate Scale Parameter of Invers Rayleigh Distribution
Cauchy: Jurnal Matematika Murni dan Aplikasi
title Bayesian Generalized Self Method to Estimate Scale Parameter of Invers Rayleigh Distribution
title_full Bayesian Generalized Self Method to Estimate Scale Parameter of Invers Rayleigh Distribution
title_fullStr Bayesian Generalized Self Method to Estimate Scale Parameter of Invers Rayleigh Distribution
title_full_unstemmed Bayesian Generalized Self Method to Estimate Scale Parameter of Invers Rayleigh Distribution
title_short Bayesian Generalized Self Method to Estimate Scale Parameter of Invers Rayleigh Distribution
title_sort bayesian generalized self method to estimate scale parameter of invers rayleigh distribution
url https://ejournal.uin-malang.ac.id/index.php/Math/article/view/11482
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AT rahmifebriyuni bayesiangeneralizedselfmethodtoestimatescaleparameterofinversrayleighdistribution
AT izzatirahmihg bayesiangeneralizedselfmethodtoestimatescaleparameterofinversrayleighdistribution