The Comparison Between the Bayes Estimator and the Maximum Likelihood Estimator of the Reliability Function for Negative Exponential Distribution
In this paper, the maximum likelihood estimator and the Bayes estimator of the reliability function for negative exponential distribution has been derived, then a Monte –Carlo simulation technique was employed to compare the performance of such estimators. The integral mean square error (IMS...
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Format: | Article |
Language: | English |
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University of Baghdad
2018-04-01
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Series: | Ibn Al-Haitham Journal for Pure and Applied Sciences |
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Online Access: | https://jih.uobaghdad.edu.iq/index.php/j/article/view/1815 |
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author | Hazim Mansour Gorgees Bushra Abdualrasool Ali Raghad Ibrahim Kathum |
author_facet | Hazim Mansour Gorgees Bushra Abdualrasool Ali Raghad Ibrahim Kathum |
author_sort | Hazim Mansour Gorgees |
collection | DOAJ |
description |
In this paper, the maximum likelihood estimator and the Bayes estimator of the reliability function for negative exponential distribution has been derived, then a Monte –Carlo simulation technique was employed to compare the performance of such estimators. The integral mean square error (IMSE) was used as a criterion for this comparison. The simulation results displayed that the Bayes estimator performed better than the maximum likelihood estimator for different samples sizes.
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first_indexed | 2024-04-13T09:15:40Z |
format | Article |
id | doaj.art-9b30d88c32784e91b182c9a56993e712 |
institution | Directory Open Access Journal |
issn | 1609-4042 2521-3407 |
language | English |
last_indexed | 2024-04-13T09:15:40Z |
publishDate | 2018-04-01 |
publisher | University of Baghdad |
record_format | Article |
series | Ibn Al-Haitham Journal for Pure and Applied Sciences |
spelling | doaj.art-9b30d88c32784e91b182c9a56993e7122022-12-22T02:52:44ZengUniversity of BaghdadIbn Al-Haitham Journal for Pure and Applied Sciences1609-40422521-34072018-04-012017IHSCICONF10.30526/2017.IHSCICONF.1815The Comparison Between the Bayes Estimator and the Maximum Likelihood Estimator of the Reliability Function for Negative Exponential DistributionHazim Mansour GorgeesBushra Abdualrasool AliRaghad Ibrahim Kathum In this paper, the maximum likelihood estimator and the Bayes estimator of the reliability function for negative exponential distribution has been derived, then a Monte –Carlo simulation technique was employed to compare the performance of such estimators. The integral mean square error (IMSE) was used as a criterion for this comparison. The simulation results displayed that the Bayes estimator performed better than the maximum likelihood estimator for different samples sizes. https://jih.uobaghdad.edu.iq/index.php/j/article/view/1815Negative Exponential Distribution , Maximum likelihood estimator, Bayes estimator , integral men square error. |
spellingShingle | Hazim Mansour Gorgees Bushra Abdualrasool Ali Raghad Ibrahim Kathum The Comparison Between the Bayes Estimator and the Maximum Likelihood Estimator of the Reliability Function for Negative Exponential Distribution Ibn Al-Haitham Journal for Pure and Applied Sciences Negative Exponential Distribution , Maximum likelihood estimator, Bayes estimator , integral men square error. |
title | The Comparison Between the Bayes Estimator and the Maximum Likelihood Estimator of the Reliability Function for Negative Exponential Distribution |
title_full | The Comparison Between the Bayes Estimator and the Maximum Likelihood Estimator of the Reliability Function for Negative Exponential Distribution |
title_fullStr | The Comparison Between the Bayes Estimator and the Maximum Likelihood Estimator of the Reliability Function for Negative Exponential Distribution |
title_full_unstemmed | The Comparison Between the Bayes Estimator and the Maximum Likelihood Estimator of the Reliability Function for Negative Exponential Distribution |
title_short | The Comparison Between the Bayes Estimator and the Maximum Likelihood Estimator of the Reliability Function for Negative Exponential Distribution |
title_sort | comparison between the bayes estimator and the maximum likelihood estimator of the reliability function for negative exponential distribution |
topic | Negative Exponential Distribution , Maximum likelihood estimator, Bayes estimator , integral men square error. |
url | https://jih.uobaghdad.edu.iq/index.php/j/article/view/1815 |
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