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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| Format: | Article |
| Language: | English |
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Instituto Nacional de Estatística | Statistics Portugal
2011-12-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/105 |
| _version_ | 1828452895878545408 |
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| author | Sanku Dey Tanujit Dey |
| author_facet | Sanku Dey Tanujit Dey |
| author_sort | Sanku Dey |
| collection | DOAJ |
| description |
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 error of the estimates based on Monte Carlo simulation study. We also derive the credible and the highest posterior density intervals for the Rayleigh parameter. We present an illustrative example to test how the Rayleigh distribution fits to a real data set.
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| first_indexed | 2024-12-10T23:59:29Z |
| format | Article |
| id | doaj.art-bbc5cec59dc24baf9c02803b755eb563 |
| institution | Directory Open Access Journal |
| issn | 1645-6726 2183-0371 |
| language | English |
| last_indexed | 2024-12-10T23:59:29Z |
| publishDate | 2011-12-01 |
| publisher | Instituto Nacional de Estatística | Statistics Portugal |
| record_format | Article |
| series | Revstat Statistical Journal |
| spelling | doaj.art-bbc5cec59dc24baf9c02803b755eb5632022-12-22T01:28:31ZengInstituto Nacional de Estatística | Statistics PortugalRevstat Statistical Journal1645-67262183-03712011-12-019310.57805/revstat.v9i3.105Rayleigh Distribution Revisited Via Extension of Jeffreys Prior Information and a New Loss FunctionSanku Dey 0Tanujit Dey 1St. Anthony’s CollegeThe College of William & Mary 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 error of the estimates based on Monte Carlo simulation study. We also derive the credible and the highest posterior density intervals for the Rayleigh parameter. We present an illustrative example to test how the Rayleigh distribution fits to a real data set. https://revstat.ine.pt/index.php/REVSTAT/article/view/105extension of Jeffreys priorJeffreys priorRayleigh distribution |
| spellingShingle | Sanku Dey Tanujit Dey Rayleigh Distribution Revisited Via Extension of Jeffreys Prior Information and a New Loss Function Revstat Statistical Journal extension of Jeffreys prior Jeffreys prior Rayleigh distribution |
| title | Rayleigh Distribution Revisited Via Extension of Jeffreys Prior Information and a New Loss Function |
| title_full | Rayleigh Distribution Revisited Via Extension of Jeffreys Prior Information and a New Loss Function |
| title_fullStr | Rayleigh Distribution Revisited Via Extension of Jeffreys Prior Information and a New Loss Function |
| title_full_unstemmed | Rayleigh Distribution Revisited Via Extension of Jeffreys Prior Information and a New Loss Function |
| title_short | Rayleigh Distribution Revisited Via Extension of Jeffreys Prior Information and a New Loss Function |
| title_sort | rayleigh distribution revisited via extension of jeffreys prior information and a new loss function |
| topic | extension of Jeffreys prior Jeffreys prior Rayleigh distribution |
| url | https://revstat.ine.pt/index.php/REVSTAT/article/view/105 |
| work_keys_str_mv | AT sankudey rayleighdistributionrevisitedviaextensionofjeffreyspriorinformationandanewlossfunction AT tanujitdey rayleighdistributionrevisitedviaextensionofjeffreyspriorinformationandanewlossfunction |