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...
Main Authors: | , , |
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Format: | Article |
Language: | English |
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Mathematics Department UIN Maulana Malik Ibrahim Malang
2021-05-01
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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. |
first_indexed | 2024-04-12T15:52:28Z |
format | Article |
id | doaj.art-038d1e711d1842b79323a418ef6ff5c4 |
institution | Directory Open Access Journal |
issn | 2086-0382 2477-3344 |
language | English |
last_indexed | 2024-04-12T15:52:28Z |
publishDate | 2021-05-01 |
publisher | Mathematics Department UIN Maulana Malik Ibrahim Malang |
record_format | Article |
series | Cauchy: Jurnal Matematika Murni dan Aplikasi |
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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