Objective Bayesian Estimators for the Right Censored Rayleigh Distribution
The Rayleigh distribution, serving as a special case of the Weibull distribution, is known to have wide applications in survival analysis, reliability theory and communication engineering. In this paper, Bayesian estimators (including shrinkage estimators) of the unknown parameter of the censored R...
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| Format: | Article |
| Language: | English |
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Instituto Nacional de Estatística | Statistics Portugal
2016-10-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/197 |
| _version_ | 1828452719099117568 |
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| author | J.T. Ferreira A. Bekker M. Arashi |
| author_facet | J.T. Ferreira A. Bekker M. Arashi |
| author_sort | J.T. Ferreira |
| collection | DOAJ |
| description |
The Rayleigh distribution, serving as a special case of the Weibull distribution, is known to have wide applications in survival analysis, reliability theory and communication engineering. In this paper, Bayesian estimators (including shrinkage estimators) of the unknown parameter of the censored Rayleigh distribution are derived using the Al-Bayyati loss function, whilst simultaneously considering different objective prior distributions. Comparisons are made between the proposed estimators by calculating the risk functions using simulation studies and an illustrative example.
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| first_indexed | 2024-12-10T23:56:55Z |
| format | Article |
| id | doaj.art-558d4a162c5c40c2a209221d5e35f33c |
| institution | Directory Open Access Journal |
| issn | 1645-6726 2183-0371 |
| language | English |
| last_indexed | 2024-12-10T23:56:55Z |
| publishDate | 2016-10-01 |
| publisher | Instituto Nacional de Estatística | Statistics Portugal |
| record_format | Article |
| series | Revstat Statistical Journal |
| spelling | doaj.art-558d4a162c5c40c2a209221d5e35f33c2022-12-22T01:28:34ZengInstituto Nacional de Estatística | Statistics PortugalRevstat Statistical Journal1645-67262183-03712016-10-0114410.57805/revstat.v14i4.197Objective Bayesian Estimators for the Right Censored Rayleigh DistributionJ.T. Ferreira 0A. Bekker 1M. Arashi 2University of PretoriaUniversity of PretoriaShahrood Unviversity of Technology The Rayleigh distribution, serving as a special case of the Weibull distribution, is known to have wide applications in survival analysis, reliability theory and communication engineering. In this paper, Bayesian estimators (including shrinkage estimators) of the unknown parameter of the censored Rayleigh distribution are derived using the Al-Bayyati loss function, whilst simultaneously considering different objective prior distributions. Comparisons are made between the proposed estimators by calculating the risk functions using simulation studies and an illustrative example. https://revstat.ine.pt/index.php/REVSTAT/article/view/197Al-Bayyati lossRayleigh distributionrisk efficiencyshrinkage estimationsquared error loss |
| spellingShingle | J.T. Ferreira A. Bekker M. Arashi Objective Bayesian Estimators for the Right Censored Rayleigh Distribution Revstat Statistical Journal Al-Bayyati loss Rayleigh distribution risk efficiency shrinkage estimation squared error loss |
| title | Objective Bayesian Estimators for the Right Censored Rayleigh Distribution |
| title_full | Objective Bayesian Estimators for the Right Censored Rayleigh Distribution |
| title_fullStr | Objective Bayesian Estimators for the Right Censored Rayleigh Distribution |
| title_full_unstemmed | Objective Bayesian Estimators for the Right Censored Rayleigh Distribution |
| title_short | Objective Bayesian Estimators for the Right Censored Rayleigh Distribution |
| title_sort | objective bayesian estimators for the right censored rayleigh distribution |
| topic | Al-Bayyati loss Rayleigh distribution risk efficiency shrinkage estimation squared error loss |
| url | https://revstat.ine.pt/index.php/REVSTAT/article/view/197 |
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