Rayleigh Distribution Revisited Via Extension of Jeffreys Prior Information and a New Loss Function

In this paper we present Bayes estimators of the parameter of the Rayleigh distribution, that stems from an extension of Jeffreys prior (Al-Kutubi (2005)) with a new loss function (Al-Bayyati (2002)). The performance of the proposed estimators has been compared in terms of bias and the mean squared...

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Bibliographic Details
Main Authors: Sanku Dey, Tanujit Dey
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2011-12-01
Series:Revstat Statistical Journal
Subjects:
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/105